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ZKB Callable Reverse Convertible on worst of
AXA SA/E.ON SE/ENGIE SA/Unilever NV

ISIN: CH1214886892 Security: 121488689 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.49%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 08.05.2024 05:40:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
AXA A33.4528.2025EUR22.56 (80.00%)32.21%44.3223
E.ON AG13.08510.065EUR8.05 (80.00%)37.92%124.1927
Engie SA A15.6913.416EUR10.73 (80.00%)31.40%93.1723
Unilever PLC N49.547.575EUR38.06 (80.00%)22.60%26.2743

Reference data

ISIN CH1214886892
Security 121488689
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)15.83% (10.55% )
Coupon paymentguaranteed
Interest portion p.a.3.45%
Premium portion p.a.7.10%
Coupon date23.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.02.2023
Payment day23.02.2023
First trading day23.02.2023
Last trading day19.08.2024
Final fixing day19.08.2024
Redemption date23.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term101
Issue amount30'000.00

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 3.35%

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 Return3.45%
Cash value of fixed income investment upon issue95.03%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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