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ZKB Barrier Reverse Convertible on worst of
BACHEM HOLDING AG/Logitech International SA/TEMENOS AG

ISIN: CH1394338144 Security: 139433814 Symbol: Z0ABVZ Life cycle
Secondary market

Bid Price 88.13%

Ask Price 88.93%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 02.06.2025 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bachem Holding50.2575.40CHF75.40
(100.00%)
-50.50%41.470
(55.00%)
17.23%66.3130
Logitech Intl N67.3470.90CHF70.90
(100.00%)
-5.29%38.995
(55.00%)
42.09%70.5219
Temenos Group AG60.859.75CHF59.75
(100.00%)
2.05%32.863
(55.00%)
46.13%83.6820

Reference data

ISIN CH1394338144
Security 139433814
Symbol Z0ABVZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'517.50

Coupon

Coupon (Coupon p.a.)10.35% (10.35% )
Coupon paymentguaranteed
Interest portion p.a.0.37%
Premium portion p.a.9.98%
Coupon date21.08.2025
Day count convention30/360 (German), modified following
Accrued coupon0.37%

Life cycle

Issue price100.00%
Initial fixing date07.11.2024
Payment day21.11.2024
First trading day21.11.2024
Last trading day07.11.2025
Final fixing day07.11.2025
Redemption date21.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term156
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -33.55%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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