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ZKB Barrier Reverse Convertible on worst of
SAP SE/Siemens AG/Deutsche Telekom AG

ISIN: CH1510917888 Security: 151091788 Symbol: Z0C0IZ Life cycle
Secondary market

Bid Price 89.84%

Ask Price 90.59%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 11.02.2026 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SAP A169213.10EUR213.10
(100.00%)
-25.24%131.057
(61.50%)
22.98%4.6926
Siemens N256.25258.35EUR258.35
(100.00%)
-1.06%158.885
(61.50%)
37.85%3.8707
Deutsche Telekom N30.3728.69EUR28.69
(100.00%)
6.36%17.644
(61.50%)
42.41%34.8554

Reference data

ISIN CH1510917888
Security 151091788
Symbol Z0C0IZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'095.00

Coupon

Coupon (Coupon p.a.)9.50% (9.50% )
Coupon paymentguaranteed
Interest portion p.a.1.96%
Premium portion p.a.7.54%
Coupon date20.07.2026
Day count convention30/360 (German), modified following
Accrued coupon0.71%

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 term334
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 -20.15%

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

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