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ZKB Barrier Reverse Convertible on worst of
Air Liquide SA/ENI S.p.A./TotalEnergies SE

ISIN: CH1303987650 Security: 130398765 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.44%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.05.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Air Liquide A184.66172.92EUR172.92
(100.00%)
6.36%112.398
(65.00%)
39.13%5.7830
ENI A14.48114.834EUR14.83
(100.00%)
-2.44%9.642
(65.00%)
33.42%67.4127
Total A66.459.615EUR59.62
(100.00%)
10.22%38.750
(65.00%)
41.64%16.7743

Reference data

ISIN CH1303987650
Security 130398765
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.12

Coupon

Coupon (Coupon p.a.)8.01% (8.89% )
Coupon paymentguaranteed
Interest portion p.a.3.43%
Premium portion p.a.5.46%
Coupon date18.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.01.2024
Payment day18.01.2024
First trading day18.01.2024
Last trading day05.12.2024
Final fixing day05.12.2024
Redemption date12.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term196
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 -2.38%

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 Return3.43%
Cash value of fixed income investment upon issue97.01%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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