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ZKB Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/Swiss Life Holding AG/Swiss Re AG

ISIN: CH1510917607 Security: 151091760 Symbol: Z0C06Z Life cycle
Secondary market

Bid Price 95.99%

Ask Price 96.74%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 21.01.2026 03:10:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N557.6576.20CHF576.20
(100.00%)
-3.52%432.150
(75.00%)
22.36%1.7355
Swiss Life N847.8887.80CHF887.80
(100.00%)
-5.14%665.850
(75.00%)
21.15%1.1264
Swiss Re N124.2126.45CHF126.45
(100.00%)
-1.98%94.838
(75.00%)
23.52%7.9083

Reference data

ISIN CH1510917607
Security 151091760
Symbol Z0C06Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'077.50

Coupon

Coupon (Coupon p.a.)7.75% (7.75% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.7.75%
Coupon date19.01.2027
Day count convention30/360 (German), modified following
Accrued coupon0.15%

Life cycle

Issue price100.00%
Initial fixing date12.01.2026
Payment day19.01.2026
First trading day19.01.2026
Last trading day12.01.2027
Final fixing day12.01.2027
Redemption date19.01.2027
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term355
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 -4.89%

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 date19.01.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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