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ZKB Barrier Reverse Convertible auf ENGIE
ENGIE SA

ISIN: CH1235759664 Security: 123575966 Symbol: n.a. Life cycle
Secondary market

Bid Price 109.08%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 14'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Engie SA A14.1912.557EUR12.56
(100.00%)
11.60%7.534
(60.00%)
46.96%79.6369

Reference data

ISIN CH1235759664
Security 123575966
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'124.03

Coupon

Coupon (Coupon p.a.)12.40% (6.20% )
Coupon paymentguaranteed
Interest portion p.a.2.87%
Premium portion p.a.3.33%
Coupon date24.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.01.2023
Payment day24.01.2023
First trading day24.01.2023
Last trading day17.01.2025
Final fixing day17.01.2025
Redemption date24.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term178
Issue amount21'000.00

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 13.12%

Product type

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

Legal parties

Issuer Zürcher Kantonalbank, Zürich
Keep-Well Agreement
Issuer rating Standard & Poor's AAA, Moody's Aaa, Fitch AAA
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxYes
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.87%
Cash value of fixed income investment upon issue94.49%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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