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ZKB Autocallable Reverse Convertible on worst of ENGIE / RWE I
ENGIE SA/RWE AG

ISIN: CH1214875283 Security: 121487528 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.56%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 08.05.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Engie SA A15.6912.47EUR9.35 (75.00%)40.22%106.9233
RWE AG33.8441.145EUR30.86 (75.00%)6.52%32.4057

Reference data

ISIN CH1214875283
Security 121487528
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)ENGI + 9.70%
Coupon paymentguaranteed
Interest portion p.a.ENGI
Premium portion p.a.9.701%
Coupon date26.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.01.2023
Payment day26.01.2023
First trading day26.01.2023
Last trading day19.07.2024
Final fixing day19.07.2024
Redemption date26.07.2024
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 -19.77%

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 Return3.07%
Cash value of fixed income investment upon issue95.57%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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