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ZKB Autocallable Reverse Convertible on worst of
Enel S.p.A./ENI S.p.A./RWE AG

ISIN: CH1252916882 Security: 125291688 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.04%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ENEL SpA6.8116.151EUR3.61 (58.75%)46.94%276.7237
ENI A14.83812.733EUR7.48 (58.75%)49.58%133.6784
RWE AG34.7140.095EUR23.56 (58.75%)32.14%42.4524

Reference data

ISIN CH1252916882
Security 125291688
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)ENEL + 6.00%
Coupon paymentguaranteed
Interest portion p.a.ENEL
Premium portion p.a.6.000%
Coupon date05.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.06.2023
Payment day05.07.2023
First trading day05.07.2023
Last trading day29.06.2026
Final fixing day29.06.2026
Redemption date06.07.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term772
Issue amount20'000.00

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 -13.43%

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 Return3.32%
Cash value of fixed income investment upon issue90.66%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.07.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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