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ZKB Barrier Reverse Convertible on worst of
ENI S.p.A./Shell PLC/BP PLC

ISIN: CH1341411168 Security: 134141116 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.13%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:29

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ENI A13.91714.348EUR14.35
(100.00%)
-3.10%10.761
(75.00%)
22.68%n.a.
Royal Dutch Shell A31.6131.2825EUR31.28
(100.00%)
1.04%23.462
(75.00%)
25.78%n.a.
BP A3.934.0828GBP4.08
(100.00%)
-3.97%3.062
(75.00%)
22.02%n.a.

Reference data

ISIN CH1341411168
Security 134141116
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'101.57

Coupon

Coupon (Coupon p.a.)10.16% (10.16% )
Coupon paymentguaranteed
Interest portion p.a.2.56%
Premium portion p.a.7.60%
Coupon date21.10.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.10.2024
Payment day21.10.2024
First trading day21.10.2024
Last trading day14.10.2025
Final fixing day14.10.2025
Redemption date21.10.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term323
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 -3.82%

Product type

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

Legal parties

Issuer Zuercher 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 Return2.56%
Cash value of fixed income investment upon issue97.51%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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