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ZKB Reverse Convertible on worst of
Alstom SA/ENGIE SA/RWE AG

ISIN: CH1273444187 Security: 127344418 Symbol: n.a. Life cycle
Secondary market

Bid Price 81.34%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 12'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Alstom A17.1127.255EUR21.25 (77.98%)-24.22%47.0512
Engie SA A15.64515.038EUR11.73 (77.98%)25.05%85.2760
RWE AG33.0139.025EUR30.43 (77.98%)7.81%32.8605

Reference data

ISIN CH1273444187
Security 127344418
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)9.01% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.3.88%
Premium portion p.a.6.12%
Coupon date19.06.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.07.2023
Payment day26.07.2023
First trading day26.07.2023
Last trading day12.06.2024
Final fixing day12.06.2024
Redemption date19.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term34
Issue amount12'000.00

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 -37.22%

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 Return3.88%
Cash value of fixed income investment upon issue96.63%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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