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ZKB Autocallable Reverse Convertible on worst of
E.ON SE/ENGIE SA/ENI S.p.A.

ISIN: CH1303971399 Security: 130397139 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.20%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 31.10.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
E.ON AG12.41511.5425EUR9.23 (80.00%)25.62%108.2954
Engie SA A15.41515.637EUR12.51 (80.00%)18.85%79.9386
ENI A13.97615.032EUR12.03 (80.00%)13.96%83.1559

Reference data

ISIN CH1303971399
Security 130397139
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)EOAN + 9.59%
Coupon paymentguaranteed
Interest portion p.a.EOAN
Premium portion p.a.9.590%
Coupon date25.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.11.2023
Payment day24.11.2023
First trading day24.11.2023
Last trading day18.11.2024
Final fixing day18.11.2024
Redemption date25.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term16
Issue amount100'000.00

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 -7.03%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.72%
Cash value of fixed income investment upon issue96.41%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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