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ZKB Reverse Convertible on worst of
E.ON SE/SAP SE/Schneider Electric SE

ISIN: CH1510936060 Security: 151093606 Symbol: n.a. 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.CapAbstand zu
Cap
Ratio
E.ON AG18.92518.4789EUR11.09 (60.00%)n.a.90.1925
SAP A165.62166.7317EUR100.04 (60.00%)n.a.9.9961
Schneider Electric A259.9259.4758EUR155.69 (60.00%)n.a.6.4232

Reference data

ISIN CH1510936060
Security 151093606
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)5.05% (5.05% )
Coupon paymentguaranteed
Interest portion p.a.1.93%
Premium portion p.a.3.12%
Coupon date03.09.2026
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.02.2026
Payment day03.03.2026
First trading day03.03.2026
Last trading day24.02.2027
Final fixing day24.02.2027
Redemption date03.03.2027
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term364
Issue amount40'000.00

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 Reverse convertible (1220)

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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.03.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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