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ZKB Barrier Reverse Convertible on worst of
L'Oréal S.A./TotalEnergies SE/BNP Paribas SA

ISIN: CH1510927069 Security: 151092706 Symbol: Z0C3SZ Life cycle
in subscription, indicative

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
L'Oréal A384.4380.9423EUR380.94
(100.00%)
n.a.220.947
(58.00%)
n.a.2.6251
Total A61.2360.1666EUR60.17
(100.00%)
n.a.34.897
(58.00%)
n.a.16.6205
BNP Paribas A90.6690.3352EUR90.34
(100.00%)
n.a.52.394
(58.00%)
n.a.11.0699

Reference data

ISIN CH1510927069
Security 151092706
Symbol Z0C3SZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'082.50

Coupon

Coupon (Coupon p.a.)8.25% (8.25% )
Coupon paymentguaranteed
Interest portion p.a.1.94%
Premium portion p.a.6.31%
Coupon date10.08.2026
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.02.2026
Payment day09.02.2026
First trading day09.02.2026
Last trading day02.02.2027
Final fixing day02.02.2027
Redemption date09.02.2027
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term368
Issue amount5'000'000.00

Price data

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

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 date09.02.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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