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ZKB Autocallable Barrier Reverse Convertible on worst of
Enel S.p.A./Microsoft Corp/Ferrari N.V.

ISIN: CH1303988955 Security: 130398895 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.02%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
ENEL SpA6.62256.752EUR6.414 (95.00%)-1.96%3.714 (55.00%)43.92%
Microsoft N415.605387.9148USD368.519 (95.00%)4.38%213.353 (55.00%)47.41%
Ferrari A377312.40EUR296.780 (95.00%)17.14%171.820 (55.00%)54.42%

Reference data

ISIN CH1303988955
Security 130398895
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)ENEL + 6.46%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date16.01.2024
Payment day23.01.2024
First trading day23.01.2024
Last trading day15.01.2025
Final fixing day15.01.2025
Redemption date23.01.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date16.07.2024
Residual term227
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -1.92%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher 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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.73%
Cash value of fixed income investment upon issue95.48%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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