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ZKB Barrier Reverse Convertible on worst of
ENGIE SA/Iberdrola SA/RWE AG

ISIN: CH1394337989 Security: 139433798 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.98%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 315'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:25

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Engie SA A15.3915.2825EUR15.28
(100.00%)
0.70%9.621
(62.95%)
37.49%65.4343
Iberdrola A13.58513.1575EUR13.16
(100.00%)
3.15%8.283
(62.95%)
39.03%76.0023
RWE AG31.0130.475EUR30.48
(100.00%)
1.73%19.185
(62.95%)
38.13%32.8138

Reference data

ISIN CH1394337989
Security 139433798
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'034.33

Coupon

Coupon (Coupon p.a.)3.43% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.2.66%
Premium portion p.a.4.34%
Coupon date21.02.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.11.2024
Payment day21.11.2024
First trading day21.11.2024
Last trading day12.05.2025
Final fixing day12.05.2025
Redemption date19.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term169
Issue amount315'000.00

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 0.70%

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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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