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9.32% p.a. ZKB Autocallable Barrier Reverse Convertible, 23.06.2025 on worst of EOAN GY/RWE GY/ENEL IM
Enel S.p.A./E.ON SE/RWE AG

ISIN: CH1358032311 Security: 135803231 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.86%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 27.08.2024 05:43:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
ENEL SpA6.776.321EUR6.321 (100.00%)25.31%4.425 (70.00%)34.64%
E.ON AG12.70512.345EUR12.345 (100.00%)22.27%8.642 (70.00%)31.98%
RWE AG32.1233.005EUR33.005 (100.00%)17.80%23.104 (70.00%)28.07%

Reference data

ISIN CH1358032311
Security 135803231
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)ENEL + 9.32%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date14.06.2024
Payment day21.06.2024
First trading day21.06.2024
Last trading day16.06.2025
Final fixing day16.06.2025
Redemption date23.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date16.09.2024
Residual term292
Issue amount300'000.00

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 -2.68%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.38%
Cash value of fixed income investment upon issue96.71%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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