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ZKB Barrier Reverse Convertible on worst of
ING Group NV/BNP Paribas SA/Commerzbank AG

ISIN: CH1402500917 Security: 140250091 Symbol: Z0AI8Z Life cycle
Secondary market

Bid Price 105.48%

Ask Price 106.28%

Currency EUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 02.06.2025 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ING Groep18.67414.8779EUR14.88
(100.00%)
20.35%8.183
(55.00%)
56.19%67.2136
BNP Paribas A76.7158.73EUR58.73
(100.00%)
23.50%32.302
(55.00%)
57.92%17.0271
Commerzbank A26.5815.725EUR15.73
(100.00%)
40.86%8.649
(55.00%)
67.47%63.5930

Reference data

ISIN CH1402500917
Security 140250091
Symbol Z0AI8Z
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.00

Coupon

Coupon (Coupon p.a.)15.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.2.04%
Premium portion p.a.7.96%
Coupon date07.07.2025
Day count convention30/360 (German), modified following
Accrued coupon4.11%

Life cycle

Issue price100.00%
Initial fixing date30.12.2024
Payment day07.01.2025
First trading day07.01.2025
Last trading day30.06.2026
Final fixing day30.06.2026
Redemption date07.07.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term391
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 25.54%

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 date07.07.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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