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ZKB Barrier Reverse Convertible on worst of
Alcon AG/Swiss Re AG/Holcim Ltd

ISIN: CH1510930501 Security: 151093050 Symbol: Z0C5BZ Life cycle
Secondary market

Bid Price 91.15%

Ask Price 91.90%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 12.03.2026 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alcon N61.663.04CHF63.04
(100.00%)
1.02%40.976
(65.00%)
35.66%15.8629
Swiss Re N128.65128.00CHF128.00
(100.00%)
1.05%83.200
(65.00%)
35.68%7.8125
Holcim N62.0673.00CHF73.00
(100.00%)
-24.71%47.450
(65.00%)
18.94%13.6986

Reference data

ISIN CH1510930501
Security 151093050
Symbol Z0C5BZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'096.00

Coupon

Coupon (Coupon p.a.)9.60% (9.60% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.9.60%
Coupon date25.02.2027
Day count convention30/360 (German), modified following
Accrued coupon0.59%

Life cycle

Issue price100.00%
Initial fixing date18.02.2026
Payment day25.02.2026
First trading day25.02.2026
Last trading day18.02.2027
Final fixing day18.02.2027
Redemption date25.02.2027
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term341
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 -19.81%

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 date25.02.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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