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ZKB Barrier Reverse Convertible auf
Enphase Energy Inc

ISIN: CH1341415425 Security: 134141542 Symbol: n.a. Life cycle
Secondary market

Bid Price 87.78%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 12.11.2024 05:45:32

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Enphase Energy N63.3679.9626USD79.96
(100.00%)
-32.45%48.777
(61.00%)
19.20%12.5058

Reference data

ISIN CH1341415425
Security 134141542
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'058.19

Coupon

Coupon (Coupon p.a.)5.82% (23.09% )
Coupon paymentguaranteed
Interest portion p.a.4.74%
Premium portion p.a.18.34%
Coupon date31.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.10.2024
Payment day31.10.2024
First trading day31.10.2024
Last trading day24.01.2025
Final fixing day24.01.2025
Redemption date31.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term63
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -24.50%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.74%
Cash value of fixed income investment upon issue98.84%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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