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ZKB Autocallable Reverse Convertible auf
RWE AG

ISIN: CH1329106806 Security: 132910680 Symbol: n.a. Life cycle
redeemed

Bid Price 100.54%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 15'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
RWE AG34.630.9451EUR26.30 (85.00%)24.22%38.0181

Reference data

ISIN CH1329106806
Security 132910680
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)RWE + 6.43%
Coupon paymentguaranteed
Interest portion p.a.RWE
Premium portion p.a.6.431%
Coupon date27.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.02.2024
Payment day26.02.2024
First trading day26.02.2024
Last trading day19.11.2024
Final fixing day19.11.2024
Redemption date26.11.2024
Redemption typephysical delivery or cash settlement
Early redemption20.05.2024
Residual term179
Issue amount15'000.00

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 12.17%

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 Return3.64%
Cash value of fixed income investment upon issue97.35%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date20.05.2024
Redemption amount1'000.00

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