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ZKB Reverse Convertible on worst of
Veolia Environnement SA/Enel S.p.A./ENI S.p.A./Shell PLC/TotalEnergies SE

ISIN: CH1304003135 Security: 130400313 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.57%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 45'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:28

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Veolia Environn. A27.8429.40EUR19.11 (65.00%)31.36%52.3286
ENEL SpA6.68155.916EUR3.85 (65.00%)42.45%260.0510
ENI A13.91714.43EUR9.38 (65.00%)32.60%106.6155
Royal Dutch Shell A31.6129.7225EUR19.32 (65.00%)38.88%51.7609
Total A57.0959.90EUR38.94 (65.00%)31.80%25.6838

Reference data

ISIN CH1304003135
Security 130400313
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)6.54% (6.54% )
Coupon paymentguaranteed
Interest portion p.a.3.41%
Premium portion p.a.3.12%
Coupon date19.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day19.02.2024
First trading day19.02.2024
Last trading day12.02.2025
Final fixing day12.02.2025
Redemption date19.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term80
Issue amount45'000.00

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 -5.31%

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 Return3.41%
Cash value of fixed income investment upon issue96.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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