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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG

ISIN: CH1394337039 Security: 139433703 Symbol: Z0AB0Z Life cycle
redeemed

Bid Price 101.11%

Ask Price 102.01%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 17.11.2025 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N79.2677.52CHF77.52
(100.00%)
3.11%50.388
(65.00%)
37.02%12.8999
Novartis N10291.71CHF91.71
(100.00%)
13.28%59.612
(65.00%)
43.64%10.9039
Roche GS306.7255.80CHF255.80
(100.00%)
10.75%166.270
(65.00%)
41.99%3.9093

Reference data

ISIN CH1394337039
Security 139433703
Symbol Z0AB0Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'093.75

Coupon

Coupon (Coupon p.a.)9.38% (6.25% )
Coupon paymentguaranteed
Interest portion p.a.0.30%
Premium portion p.a.5.95%
Coupon date24.11.2025
Day count convention30/360 (German), modified following
Accrued coupon1.51%

Life cycle

Issue price100.00%
Initial fixing date15.11.2024
Payment day22.11.2024
First trading day22.11.2024
Last trading day15.05.2026
Final fixing day15.05.2026
Redemption date22.05.2026
Redemption typephysical delivery or cash settlement
Early redemption17.11.2025
Residual term176
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 1'000.00
Performance of underlying since issue 3.21%

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 marketYes
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 date22.05.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date17.11.2025
Redemption amount1'000.00

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