Multi Barrier Reverse Convertible

Termsheet  
Symbol: Z0AAMZ
Underlyings: Barry Callebaut AG / Emmi AG / Lindt & Sprüngli AG PS / Nestlé S.A.
ISIN: CH1394336429
Issuer:
Zürcher Kantonalbank
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
05.12.25
15:36:06
85.98 %
86.73 %
CHF
Volume
260,000
260,000
nominal
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 85.72
Diff. absolute / % 0.19 +0.22%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Multi Barrier Reverse Convertible
ISIN CH1394336429
Valor 139433642
Symbol Z0AAMZ
Quotation in percent Yes
Coupon p.a. 7.50%
Coupon Premium 7.20%
Coupon Yield 0.30%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (Barry Callebaut AG - 03/02/2025)
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/11/2024
Date of maturity 20/05/2026
Last trading day 13/05/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Key data

Sideways yield p.a. -

market maker quality Date: 03/12/2025

Average Spread 0.88%
Last Best Bid Price 84.67 %
Last Best Ask Price 85.42 %
Last Best Bid Volume 260,000
Last Best Ask Volume 260,000
Average Buy Volume 260,000
Average Sell Volume 260,000
Average Buy Value 220,806 CHF
Average Sell Value 222,756 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Nestlé S.A. Emmi AG Barry Callebaut AG Lindt & Sprüngli AG PS
ISIN CH0038863350 CH0012829898 CH0009002962 CH0010570767
Price 79.1100 CHF 728.00 CHF 1,255.00 CHF 11,660.00 CHF
Date 05/12/25 15:43 05/12/25 15:42 05/12/25 15:43 05/12/25 15:43
Cap 77.72 CHF 813.00 CHF 1,367.00 CHF 10,120.00 CHF
Distance to Cap 1.07 -89 -124 1490
Distance to Cap in % 1.36% -12.29% -9.98% 12.83%
Is Cap Level reached No No No No
Barrier 54.404 CHF 569.10 CHF 956.90 CHF 7,084.00 CHF
Distance to Barrier 24.386 155.9 3.1 4536
Distance to Barrier in % 30.95% 21.50% 0.32% 39.04%
Is Barrier reached No No Yes No

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.