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ZKB Barrier Reverse Convertible on worst of
Nordex SE/Siemens Energy AG/ABB Ltd/Schneider Electric SE

ISIN: CH1402516111 Security: 140251611 Symbol: Z0AOTZ Life cycle
Secondary market

Bid Price 104.75%

Ask Price 105.55%

Currency qCHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 03.06.2025 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nordex A17.8411.49EUR11.49
(100.00%)
35.30%5.745
(50.00%)
67.65%n.a.
Siemens Energy N88.9257.38EUR57.38
(100.00%)
35.38%28.690
(50.00%)
67.69%n.a.
ABB N46.6850.08CHF50.08
(100.00%)
-7.28%25.040
(50.00%)
46.36%n.a.
Schneider Electric A221.7242.25EUR242.25
(100.00%)
-9.32%121.125
(50.00%)
45.34%n.a.

Reference data

ISIN CH1402516111
Security 140251611
Symbol Z0AOTZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'130.00

Coupon

Coupon (Coupon p.a.)13.00% (13.00% )
Coupon paymentguaranteed
Interest portion p.a.0.06%
Premium portion p.a.12.94%
Coupon date17.02.2026
Day count convention30/360 (German), modified following
Accrued coupon3.94%

Life cycle

Issue price100.00%
Initial fixing date10.02.2025
Payment day17.02.2025
First trading day17.02.2025
Last trading day10.02.2026
Final fixing day10.02.2026
Redemption date17.02.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term250
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 -8.52%

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 securitiesNo
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 date17.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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