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ZKB Barrier Reverse Convertible on worst of
Siemens Energy AG/Deutsche Telekom AG/SAP SE

ISIN: CH1402503044 Security: 140250304 Symbol: Z0AIVZ Life cycle
Secondary market

Bid Price 101.82%

Ask Price 102.52%

Currency EUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 30.01.2025 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Siemens Energy N56.7249.50EUR49.50
(100.00%)
13.10%27.225
(55.00%)
52.20%20.2020
Deutsche Telekom N32.2929.44EUR29.44
(100.00%)
8.49%16.192
(55.00%)
49.67%33.9674
SAP A268.05245.85EUR245.85
(100.00%)
8.28%135.218
(55.00%)
49.56%4.0675

Reference data

ISIN CH1402503044
Security 140250304
Symbol Z0AIVZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'140.78

Coupon

Coupon (Coupon p.a.)14.08% (14.00% )
Coupon paymentguaranteed
Interest portion p.a.2.28%
Premium portion p.a.11.72%
Coupon date21.07.2025
Day count convention30/360 (German), modified following
Accrued coupon0.66%

Life cycle

Issue price100.00%
Initial fixing date10.01.2025
Payment day17.01.2025
First trading day17.01.2025
Last trading day12.01.2026
Final fixing day12.01.2026
Redemption date19.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term346
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 9.03%

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 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 date19.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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