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ZKB Callable Barrier Reverse Convertible on worst of
JPMorgan Chase & Co/Citigroup Inc/Morgan Stanley/Goldman Sachs Group Inc/Bank of America Corp

ISIN: CH1402511682 Security: 140251168 Symbol: Z0AMSZ Life cycle
redeemed

Bid Price 102.02%

Ask Price 102.92%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 29.01.2026 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
JPMorgan Chase A305.33266.58USD266.58
(100.00%)
12.19%146.619
(55.00%)
51.70%3.7512
Citigroup A115.1780.63USD80.63
(100.00%)
29.04%44.347
(55.00%)
60.97%12.4023
Morgan Stanley A181.01138.71USD138.71
(100.00%)
23.04%76.291
(55.00%)
57.67%7.2093
Goldman Sachs Grp A931.77637.38USD637.38
(100.00%)
31.47%350.559
(55.00%)
62.31%1.5689
Bank of America A52.9646.75USD46.75
(100.00%)
10.78%25.713
(55.00%)
50.93%21.3904

Reference data

ISIN CH1402511682
Security 140251168
Symbol Z0AMSZ
Currency USD
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.4.13%
Premium portion p.a.5.87%
Coupon date05.02.2026
Day count convention30/360 (German), modified following
Accrued coupon2.42%

Life cycle

Issue price100.00%
Initial fixing date29.01.2025
Payment day05.02.2025
First trading day05.02.2025
Last trading day29.07.2026
Final fixing day29.07.2026
Redemption date05.08.2026
Redemption typephysical delivery or cash settlement
Early redemption29.01.2026
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 USD 1'000.00
Performance of underlying since issue 12.09%

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 date05.08.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date29.01.2026
Redemption amount1'000.00

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