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5.37% ZKB Reverse Convertible, 07.02.2025 on worst of TTE FP/ENI IM/REP SQ
ENI S.p.A./Repsol S.A./TotalEnergies SE

ISIN: CH1358044449 Security: 135804444 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.97%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:37

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ENI A13.75914.811EUR13.33 (90.00%)3.12%75.0193
Repsol YPF A11.8813.235EUR11.91 (90.00%)-0.27%83.9525
Total A57.1862.765EUR56.49 (90.00%)1.21%17.7027

Reference data

ISIN CH1358044449
Security 135804444
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)5.38% (10.66% )
Coupon paymentguaranteed
Interest portion p.a.3.45%
Premium portion p.a.7.21%
Coupon date07.02.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.07.2024
Payment day07.08.2024
First trading day07.08.2024
Last trading day31.01.2025
Final fixing day31.01.2025
Redemption date07.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term70
Issue amount200'000.00

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 -10.24%

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 Return3.45%
Cash value of fixed income investment upon issue98.30%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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