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ZKB Reverse Convertible on worst of
ENI S.p.A./RWE AG

ISIN: CH1273450085 Security: 127345008 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.28%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 11:40:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ENI A14.45613.687EUR10.27 (75.00%)28.99%97.4160
RWE AG34.7338.24EUR28.68 (75.00%)16.85%34.8675

Reference data

ISIN CH1273450085
Security 127345008
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)12.40% (6.75% )
Coupon paymentguaranteed
Interest portion p.a.3.56%
Premium portion p.a.3.19%
Coupon date12.08.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.08.2023
Payment day10.08.2023
First trading day10.08.2023
Last trading day03.06.2025
Final fixing day03.06.2025
Redemption date10.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term375
Issue amount20'000.00

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 -9.81%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 Return3.56%
Cash value of fixed income investment upon issue93.78%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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