Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of
ASML Holding NV/ING Group NV/Royal Philips NV

ISIN: CH1394344647 Security: 139434464 Symbol: Z0AFAZ Life cycle
Secondary market

Bid Price 97.88%

Ask Price 98.58%

Currency EUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 07.03.2025 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ASML Holding A666675.00EUR675.00
(100.00%)
-0.97%337.500
(50.00%)
49.51%1.4815
ING Groep18.8714.9967EUR15.00
(100.00%)
20.95%7.498
(50.00%)
60.47%66.6814
Philips A25.2624.98EUR24.98
(100.00%)
1.19%12.490
(50.00%)
50.59%40.0320

Reference data

ISIN CH1394344647
Security 139434464
Symbol Z0AFAZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'165.00

Coupon

Coupon (Coupon p.a.)16.50% (11.00% )
Coupon paymentguaranteed
Interest portion p.a.1.99%
Premium portion p.a.9.01%
Coupon date17.03.2025
Day count convention30/360 (German), modified following
Accrued coupon2.63%

Life cycle

Issue price100.00%
Initial fixing date09.12.2024
Payment day16.12.2024
First trading day16.12.2024
Last trading day09.06.2026
Final fixing day09.06.2026
Redemption date16.06.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term456
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 -0.96%

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 date16.06.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading