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ZKB Barrier Reverse Convertible on worst of Enel N / Generali N / Intesa Sanpaolo N / Stellantis Br Rg
Enel S.p.A./Assicurazioni Generali S.p.A./Intesa Sanpaolo SpA/Stellantis N.V.

ISIN: CH1164355427 Security: 116435542 Symbol: n.a. Life cycle
Secondary market

Bid Price 112.18%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ENEL SpA6.8114.6845EUR4.68
(100.00%)
31.22%3.279
(70.00%)
51.86%213.4700
Assicuraz.Gen.A24.8314.63EUR14.63
(100.00%)
41.08%10.241
(70.00%)
58.76%68.3527
Intesa Sanpaolo A3.73851.6902EUR1.69
(100.00%)
54.79%1.183
(70.00%)
68.35%591.6460
Stellantis N.V.20.79512.88EUR12.88
(100.00%)
38.17%9.016
(70.00%)
56.72%77.6398

Reference data

ISIN CH1164355427
Security 116435542
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'293.97

Coupon

Coupon (Coupon p.a.)29.40% (14.68% )
Coupon paymentguaranteed
Interest portion p.a.1.96%
Premium portion p.a.12.71%
Coupon date12.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.09.2022
Payment day12.09.2022
First trading day12.09.2022
Last trading day05.09.2024
Final fixing day05.09.2024
Redemption date12.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term110
Issue amount500'000.00

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 45.39%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.96%
Cash value of fixed income investment upon issue96.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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