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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Kuehne + Nagel International AG/Logitech International SA

ISIN: CH1394345024 Security: 139434502 Symbol: Z0AFNZ Life cycle
in subscription, indicative

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N76.3676.5717CHF76.57
(100.00%)
n.a.52.069
(68.00%)
n.a.13.0597
Kühne + Nagel Int N210.6211.7446CHF211.74
(100.00%)
n.a.143.986
(68.00%)
n.a.4.7227
Logitech Intl N74.0471.7621CHF71.76
(100.00%)
n.a.48.798
(68.00%)
n.a.13.9349

Reference data

ISIN CH1394345024
Security 139434502
Symbol Z0AFNZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'085.00

Coupon

Coupon (Coupon p.a.)8.50% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.0.18%
Premium portion p.a.8.32%
Coupon date18.12.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.12.2024
Payment day18.12.2024
First trading day18.12.2024
Last trading day11.12.2025
Final fixing day11.12.2025
Redemption date18.12.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term370
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 Return0.18%
Cash value of fixed income investment upon issue99.82%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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