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ZKB Barrier Reverse Convertible on worst of
Unicredit SpA/ING Group NV/BNP Paribas SA

ISIN: CH1394339464 Security: 139433946 Symbol: Z0ACBZ Life cycle
Secondary market

Bid Price 101.48%

Ask Price 101.53%

Currency EUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.01.2025 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
UNICREDIT43.0238.88EUR38.88
(100.00%)
9.62%24.106
(62.00%)
43.97%25.7202
ING Groep16.0114.7473EUR14.75
(100.00%)
7.89%9.143
(62.00%)
42.89%67.8089
BNP Paribas A63.1158.49EUR58.49
(100.00%)
7.32%36.264
(62.00%)
42.54%17.0969

Reference data

ISIN CH1394339464
Security 139433946
Symbol Z0ACBZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.2.28%
Premium portion p.a.7.72%
Coupon date27.05.2025
Day count convention30/360 (German), modified following
Accrued coupon1.58%

Life cycle

Issue price100.00%
Initial fixing date20.11.2024
Payment day27.11.2024
First trading day27.11.2024
Last trading day20.11.2025
Final fixing day20.11.2025
Redemption date27.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term301
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 7.90%

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 date27.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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