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

ISIN: CH1303975069 Security: 130397506 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.04%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 29.05.2024 02:00:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ENEL SpA6.6626.4535EUR6.45
(100.00%)
3.13%3.549
(55.00%)
46.72%154.9547
ENI A14.62615.168EUR15.17
(100.00%)
-3.71%8.342
(55.00%)
42.96%65.9283
Royal Dutch Shell A33.29530.065EUR30.07
(100.00%)
9.78%16.536
(55.00%)
50.38%33.2613

Reference data

ISIN CH1303975069
Security 130397506
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'164.86

Coupon

Coupon (Coupon p.a.)16.49% (11.01% )
Coupon paymentguaranteed
Interest portion p.a.3.30%
Premium portion p.a.7.71%
Coupon date07.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date30.11.2023
Payment day07.12.2023
First trading day07.12.2023
Last trading day30.05.2025
Final fixing day30.05.2025
Redemption date06.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term365
Issue amount30'000.00

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 -3.57%

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 Return3.30%
Cash value of fixed income investment upon issue95.26%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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