Multi Barrier Reverse Convertible

Termsheet  
Symbol: Z0BAFZ
Underlyings: Givaudan / Lindt & Sprüngli AG PS / Schindler PS / Straumann Hldg. AG
ISIN: CH1446521994
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.
Price Time-delayed price
23.10.26
17:33:00
- %
- %
CHF
Volume
0
0
nominal
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 70.30
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 83.80 Volume 15,000
Time 15:43:33 Date 21/07/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Multi Barrier Reverse Convertible
ISIN CH1446521994
Valor 144652199
Symbol Z0BAFZ
Quotation in percent Yes
Coupon p.a. 8.35%
Coupon Premium 8.35%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (Lindt & Sprüngli AG PS - 28/08/2026)
Exercise type American
Currency Swiss Franc
First Trading Date 14/07/2025
Date of maturity 14/01/2027
Last trading day 07/01/2027
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Key data

Ask Price (basis for calculation) 71.2500
Maximum yield 52.12%
Maximum yield p.a. 229.20%
Sideways yield -0.46%
Sideways yield p.a. -2.03%

market maker quality Date: 22/10/2026

Average Spread 1.07%
Last Best Bid Price 70.00 %
Last Best Ask Price 71.00 %
Last Best Bid Volume 240,000
Last Best Ask Volume 240,000
Average Buy Volume 240,000
Average Sell Volume 240,000
Average Buy Value 16,700,200 CHF
Average Sell Value 16,880,200 CHF
Spreads Availability Ratio 99.62%
Quote Availability 99.62%

Underlyings

Name Givaudan Schindler PS Straumann Hldg. AG Lindt & Sprüngli AG PS
ISIN CH0010645932 CH0024638196 CH1175448666 CH0010570767
Price 3,993.00 CHF 298.80 CHF 98.8800 CHF 8,400.00 CHF
Date 23/10/26 17:30 23/10/26 17:30 23/10/26 17:30 23/10/26 17:30
Cap 3,856.00 CHF 292.649 CHF 104.30 CHF 13,480.00 CHF
Distance to Cap 126 4.95091 -6.4 -5050
Distance to Cap in % 3.16% 1.66% -6.54% -59.91%
Is Cap Level reached No No No No
Barrier 2,506.40 CHF 190.222 CHF 67.795 CHF 8,762.00 CHF
Distance to Barrier 1475.6 107.378 30.105 8
Distance to Barrier in % 37.06% 36.08% 30.75% 0.09%
Is Barrier reached No No No Yes

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