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ZKB Barrier Reverse Convertible on worst of
Enel S.p.A./E.ON SE/Siemens AG

ISIN: CH1273463344 Security: 127346334 Symbol: n.a. Life cycle
Secondary market

Bid Price 106.06%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 18.06.2024 03:50:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ENEL SpA6.30256.253EUR6.25
(100.00%)
0.79%3.127
(50.00%)
50.39%159.9232
E.ON AG12.4711.6075EUR11.61
(100.00%)
6.73%5.804
(50.00%)
53.36%86.1512
Siemens N167.68137.28EUR137.28
(100.00%)
17.99%68.640
(50.00%)
59.00%7.2844

Reference data

ISIN CH1273463344
Security 127346334
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'091.11

Coupon

Coupon (Coupon p.a.)9.11% (8.40% )
Coupon paymentguaranteed
Interest portion p.a.3.95%
Premium portion p.a.4.45%
Coupon date25.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.09.2023
Payment day25.09.2023
First trading day25.09.2023
Last trading day18.10.2024
Final fixing day18.10.2024
Redemption date25.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term121
Issue amount200'000.00

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 0.79%

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 marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.95%
Cash value of fixed income investment upon issue95.88%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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