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ZKB Barrier Reverse Convertible on worst of
Barrick Gold Corp/Newmont Goldcorp Corporation/Anglo American PLC

ISIN: CH1329130186 Security: 132913018 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.69%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:03

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Barrick Gold A17.88517.105USD17.11
(100.00%)
4.36%10.263
(60.00%)
42.62%n.a.
Newmont Goldcorp A43.7442.715USD42.72
(100.00%)
2.34%25.629
(60.00%)
41.41%n.a.
Anglo American A26.8526.7525GBP26.75
(100.00%)
0.08%16.052
(60.00%)
40.05%n.a.

Reference data

ISIN CH1329130186
Security 132913018
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.00

Coupon

Coupon (Coupon p.a.)15.00% (15.00% )
Coupon paymentguaranteed
Interest portion p.a.5.29%
Premium portion p.a.9.71%
Coupon date06.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.04.2024
Payment day06.05.2024
First trading day06.05.2024
Last trading day28.04.2025
Final fixing day28.04.2025
Redemption date06.05.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term342
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 0.08%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.29%
Cash value of fixed income investment upon issue94.98%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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