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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG/UBS Group AG/Zurich Insurance Group AG

ISIN: CH1394342666 Security: 139434266 Symbol: Z0AECZ Life cycle
gray-market

Bid Price 99.54%

Ask Price 100.04%

Currency CHF

Exchange ZKB

Volume 500'000.00

Volume 500'000.00

Date/time (realtime) 05.12.2024 05:17:58

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N75.9676.36CHF76.36
(100.00%)
n.a.49.634
(65.00%)
n.a.13.0959
Novartis N90.3890.10CHF90.10
(100.00%)
n.a.58.565
(65.00%)
n.a.11.0988
Roche GS256.3253.70CHF253.70
(100.00%)
n.a.164.905
(65.00%)
n.a.3.9417
UBS Group AG28.9628.82CHF28.82
(100.00%)
n.a.18.733
(65.00%)
n.a.34.6981
Zurich Insurance N561.2555.20CHF555.20
(100.00%)
n.a.360.880
(65.00%)
n.a.1.8012

Reference data

ISIN CH1394342666
Security 139434266
Symbol Z0AECZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'077.50

Coupon

Coupon (Coupon p.a.)7.75% (7.75% )
Coupon paymentguaranteed
Interest portion p.a.0.24%
Premium portion p.a.7.51%
Coupon date11.12.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.12.2024
Payment day11.12.2024
First trading day11.12.2024
Last trading day04.12.2025
Final fixing day04.12.2025
Redemption date11.12.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term362
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue

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 Return0.24%
Cash value of fixed income investment upon issue99.77%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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