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ZKB Barrier Reverse Convertible on worst of
ENI S.p.A./Dr. Ing. h.c. F. Porsche Aktiengesellschaft/Kering SA

ISIN: CH1303978386 Security: 130397838 Symbol: n.a. Life cycle
Secondary market

Bid Price 92.27%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 20.06.2024 01:25:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ENI A13.90714.918EUR14.92
(100.00%)
-7.27%8.951
(60.00%)
35.64%67.0331
DIF Porsche A68.8281.79EUR81.79
(100.00%)
-18.88%49.074
(60.00%)
28.67%12.2264
Kering N317.1411.65EUR411.65
(100.00%)
-30.00%246.990
(60.00%)
22.00%2.4292

Reference data

ISIN CH1303978386
Security 130397838
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'127.88

Coupon

Coupon (Coupon p.a.)12.79% (12.79% )
Coupon paymentguaranteed
Interest portion p.a.3.45%
Premium portion p.a.9.34%
Coupon date19.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.12.2023
Payment day19.12.2023
First trading day19.12.2023
Last trading day12.12.2024
Final fixing day12.12.2024
Redemption date19.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term174
Issue amount50'000.00

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 -23.08%

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 Return3.45%
Cash value of fixed income investment upon issue96.66%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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