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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG/Zurich Insurance Group AG/Compagnie Financière Richemont SA

ISIN: CH1358053804 Security: 135805380 Symbol: Z0A1YZ Life cycle
Secondary market

Bid Price 99.99%

Ask Price 100.69%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 18.10.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N85.9885.40CHF85.40
(100.00%)
0.67%44.408
(52.00%)
48.35%11.7096
Novartis N100.9898.44CHF98.44
(100.00%)
2.52%51.189
(52.00%)
49.31%10.1585
Roche GS273.3267.50CHF267.50
(100.00%)
2.12%139.100
(52.00%)
49.10%3.7383
Zurich Insurance N527.4509.40CHF509.40
(100.00%)
3.41%264.888
(52.00%)
49.77%1.9631
Cie Fin Richemont N127.45118.05CHF118.05
(100.00%)
7.38%61.386
(52.00%)
51.84%8.4710

Reference data

ISIN CH1358053804
Security 135805380
Symbol Z0A1YZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'105.00

Coupon

Coupon (Coupon p.a.)10.50% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.0.63%
Premium portion p.a.6.37%
Coupon date28.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.53%

Life cycle

Issue price100.00%
Initial fixing date19.09.2024
Payment day26.09.2024
First trading day26.09.2024
Last trading day19.03.2026
Final fixing day19.03.2026
Redemption date26.03.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term515
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 0.68%

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 Return0.63%
Cash value of fixed income investment upon issue99.06%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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