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ZKB Callable Barrier Reverse Convertible on worst of
L'Oréal S.A./Danone SA/Moët Hennessy Louis Vuitton SE

ISIN: CH1358051675 Security: 135805167 Symbol: Z0A06Z Life cycle
Secondary market

Bid Price 99.06%

Ask Price 99.76%

Currency EUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 18.09.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
L'Oréal A365.8367.70EUR367.70
(100.00%)
-0.52%253.713
(69.00%)
30.64%2.7196
DANONE A64.5265.78EUR65.78
(100.00%)
-1.95%45.388
(69.00%)
29.65%15.2022
LVMH A595.9607.00EUR607.00
(100.00%)
-1.86%418.830
(69.00%)
29.71%1.6474

Reference data

ISIN CH1358051675
Security 135805167
Symbol Z0A06Z
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'088.00

Coupon

Coupon (Coupon p.a.)8.80% (8.80% )
Coupon paymentguaranteed
Interest portion p.a.2.70%
Premium portion p.a.6.10%
Coupon date18.12.2024
Day count convention30/360 (German), modified following
Accrued coupon0.12%

Life cycle

Issue price100.00%
Initial fixing date11.09.2024
Payment day18.09.2024
First trading day18.09.2024
Last trading day11.09.2025
Final fixing day11.09.2025
Redemption date18.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term357
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 -1.92%

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 Return2.70%
Cash value of fixed income investment upon issue97.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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