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ZKB Barrier Reverse Convertible on worst of
ENGIE SA/E.ON SE/Veolia Environnement SA/RWE AG

ISIN: CH1402516129 Security: 140251612 Symbol: Z0AOUZ Life cycle
Secondary market

Bid Price 107.25%

Ask Price 108.00%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 23.07.2025 09:33:51

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Engie SA A19.8415.96EUR15.96
(100.00%)
19.33%10.534
(66.00%)
46.76%62.6566
E.ON AG16.0611.59EUR11.59
(100.00%)
28.06%7.649
(66.00%)
52.52%86.2813
Veolia Environn. A3127.64EUR27.64
(100.00%)
10.84%18.242
(66.00%)
41.15%36.1795
RWE AG37.529.20EUR29.20
(100.00%)
22.15%19.272
(66.00%)
48.62%34.2466

Reference data

ISIN CH1402516129
Security 140251612
Symbol Z0AOUZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.2.07%
Premium portion p.a.7.93%
Coupon date18.08.2025
Day count convention30/360 (German), modified following
Accrued coupon4.47%

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 typephysical delivery or cash settlement
Early redemptionNo
Residual term201
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 12.16%

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

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