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ZKB Callable Barrier Reverse Convertible on worst of
Baloise-Holding AG/Barry Callebaut AG/DKSH Holding AG/EMS-CHEMIE HOLDING AG/Galenica AG

ISIN: CH1341408776 Security: 134140877 Symbol: Z0A6FZ Life cycle
Secondary market

Bid Price 100.68%

Ask Price 101.38%

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
Bâloise-Hldg N175.1174.00CHF174.00
(100.00%)
0.63%104.400
(60.00%)
40.38%28.7356
Barry Callebaut N15811'538.00CHF1'538.00
(100.00%)
2.72%922.800
(60.00%)
41.63%3.2510
DKSH Hldg N64.165.20CHF65.20
(100.00%)
-1.72%39.120
(60.00%)
38.97%76.6871
EMS-CHEM HLDG N689686.50CHF686.50
(100.00%)
0.36%411.900
(60.00%)
40.22%7.2833
Galenica A76.273.55CHF73.55
(100.00%)
3.48%44.130
(60.00%)
42.09%67.9810

Reference data

ISIN CH1341408776
Security 134140877
Symbol Z0A6FZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'723.75

Coupon

Coupon (Coupon p.a.)14.48% (9.65% )
Coupon paymentguaranteed
Interest portion p.a.0.50%
Premium portion p.a.9.15%
Coupon date14.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.10.2024
Payment day14.10.2024
First trading day14.10.2024
Last trading day07.04.2026
Final fixing day07.04.2026
Redemption date14.04.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term534
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 5'000.00
Performance of underlying since issue -1.69%

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 Return0.50%
Cash value of fixed income investment upon issue99.26%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.04.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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