Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/Swiss Life Holding AG/Swiss Re AG

ISIN: CH1394344951 Security: 139434495 Symbol: Z0AFLZ Life cycle
redeemed

Bid Price 101.46%

Ask Price 102.36%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 11.12.2025 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N583.8548.00CHF548.00
(100.00%)
6.07%378.120
(69.00%)
35.19%1.8248
Swiss Life N871.6691.80CHF691.80
(100.00%)
20.10%477.342
(69.00%)
44.87%1.4455
Swiss Re N130.05128.20CHF128.20
(100.00%)
0.54%88.458
(69.00%)
31.37%7.8003

Reference data

ISIN CH1394344951
Security 139434495
Symbol Z0AFLZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'116.25

Coupon

Coupon (Coupon p.a.)11.63% (7.75% )
Coupon paymentguaranteed
Interest portion p.a.0.21%
Premium portion p.a.7.54%
Coupon date18.12.2025
Day count convention30/360 (German), modified following
Accrued coupon1.87%

Life cycle

Issue price100.00%
Initial fixing date11.12.2024
Payment day18.12.2024
First trading day18.12.2024
Last trading day11.06.2026
Final fixing day11.06.2026
Redemption date18.06.2026
Redemption typephysical delivery or cash settlement
Early redemption11.12.2025
Residual term179
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 0.55%

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 date18.06.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date11.12.2025
Redemption amount1'000.00

Ajax loading