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ZKB Barrier Reverse Convertible on worst of
Sika AG/Adecco Group AG/Swiss Re AG/Schindler Holding AG

ISIN: CH1402500842 Security: 140250084 Symbol: Z0AI1Z Life cycle
Secondary market

Bid Price 98.23%

Ask Price 98.73%

Currency CHF

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
Sika N227215.80CHF215.80
(100.00%)
4.93%140.270
(65.00%)
38.21%4.6339
Adecco N21.722.36CHF22.36
(100.00%)
-3.04%14.534
(65.00%)
33.02%44.7227
Swiss Re N135.85131.20CHF131.20
(100.00%)
3.42%85.280
(65.00%)
37.22%7.6220
Schindler Hldg PS254.6250.40CHF250.40
(100.00%)
1.65%162.760
(65.00%)
36.07%3.9936

Reference data

ISIN CH1402500842
Security 140250084
Symbol Z0AI1Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'095.00

Coupon

Coupon (Coupon p.a.)9.50% (9.50% )
Coupon paymentguaranteed
Interest portion p.a.0.06%
Premium portion p.a.9.44%
Coupon date08.01.2026
Day count convention30/360 (German), modified following
Accrued coupon0.42%

Life cycle

Issue price100.00%
Initial fixing date30.12.2024
Payment day08.01.2025
First trading day08.01.2025
Last trading day30.12.2025
Final fixing day30.12.2025
Redemption date08.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term341
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 -2.95%

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 Return0.06%
Cash value of fixed income investment upon issue99.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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