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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Zurich Insurance Group AG/ABB Ltd/UBS Group AG

ISIN: CH1358051642 Security: 135805164 Symbol: Z0A03Z Life cycle
Secondary market

Bid Price 99.83%

Ask Price 100.53%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 18.09.2024 11:56:32

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N85.7687.76CHF87.76
(100.00%)
-2.26%50.023
(57.00%)
41.71%11.3947
Novartis N97.6597.47CHF97.47
(100.00%)
0.24%55.558
(57.00%)
43.13%10.2596
Zurich Insurance N508.8500.80CHF500.80
(100.00%)
1.49%285.456
(57.00%)
43.85%1.9968
ABB N47.5346.02CHF46.02
(100.00%)
3.28%26.231
(57.00%)
44.87%21.7297
UBS Group AG25.2524.34CHF24.34
(100.00%)
3.49%13.874
(57.00%)
44.99%41.0846

Reference data

ISIN CH1358051642
Security 135805164
Symbol Z0A03Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'120.00

Coupon

Coupon (Coupon p.a.)12.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.0.58%
Premium portion p.a.7.42%
Coupon date18.12.2024
Day count convention30/360 (German), modified following
Accrued coupon0.11%

Life cycle

Issue price100.00%
Initial fixing date11.09.2024
Payment day18.09.2024
First trading day18.09.2024
Last trading day11.03.2026
Final fixing day11.03.2026
Redemption date18.03.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term538
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 -2.21%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.58%
Cash value of fixed income investment upon issue99.13%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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