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ZKB Reverse Convertible on worst of
ENGIE SA/RWE AG

ISIN: CH1303976604 Security: 130397660 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.66%

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 A15.6916.068EUR12.09 (75.22%)22.75%82.7380
RWE AG33.8439.915EUR30.02 (75.22%)9.05%33.3066

Reference data

ISIN CH1303976604
Security 130397660
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)2.67% (4.00% )
Coupon paymentguaranteed
Interest portion p.a.3.69%
Premium portion p.a.0.31%
Coupon date12.06.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.12.2023
Payment day12.12.2023
First trading day12.12.2023
Last trading day05.08.2024
Final fixing day05.08.2024
Redemption date12.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term87
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 -17.30%

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 Return3.69%
Cash value of fixed income investment upon issue97.61%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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