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

ISIN: CH1358056021 Security: 135805602 Symbol: Z0A3CZ 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
SAP A199.7199.8979EUR199.90
(100.00%)
n.a.117.940
(59.00%)
n.a.5.0026
Deutsche Telekom N26.5426.7846EUR26.78
(100.00%)
n.a.15.803
(59.00%)
n.a.37.3349
Siemens N166.12163.9802EUR163.98
(100.00%)
n.a.96.748
(59.00%)
n.a.6.0983
Allianz N288.7286.5425EUR286.54
(100.00%)
n.a.169.060
(59.00%)
n.a.3.4899

Reference data

ISIN CH1358056021
Security 135805602
Symbol Z0A3CZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.00

Coupon

Coupon (Coupon p.a.)8.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.2.69%
Premium portion p.a.5.31%
Coupon date30.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.09.2024
Payment day30.09.2024
First trading day30.09.2024
Last trading day23.09.2025
Final fixing day23.09.2025
Redemption date30.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term369
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 Return2.69%
Cash value of fixed income investment upon issue97.38%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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