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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Roche Holding AG/Zurich Insurance Group AG/ABB Ltd

ISIN: CH1510922441 Security: 151092244 Symbol: Z0C20Z Life cycle
Secondary market

Bid Price 92.70%

Ask Price 93.45%

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 12.03.2026 04:52:37

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N79.9371.85CHF71.85
(100.00%)
5.46%50.295
(70.00%)
33.82%13.9179
Roche GS317.6350.50CHF350.50
(100.00%)
-9.75%245.350
(70.00%)
23.18%2.8531
Zurich Insurance N533.2541.40CHF541.40
(100.00%)
-8.13%378.980
(70.00%)
24.31%1.8471
ABB N67.160.40CHF60.40
(100.00%)
8.57%42.280
(70.00%)
36.00%16.5563

Reference data

ISIN CH1510922441
Security 151092244
Symbol Z0C20Z
Currency CHF
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.0.00%
Premium portion p.a.10.00%
Coupon date02.02.2027
Day count convention30/360 (German), modified following
Accrued coupon1.25%

Life cycle

Issue price100.00%
Initial fixing date26.01.2026
Payment day02.02.2026
First trading day02.02.2026
Last trading day26.01.2027
Final fixing day26.01.2027
Redemption date02.02.2027
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term319
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -8.88%

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.02.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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