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

ISIN: CH1341408826 Security: 134140882 Symbol: n.a. Life cycle
Secondary market

Bid Price 92.99%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:33

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Barrick Gold A18.2219.855USD19.86
(100.00%)
-9.48%10.920
(55.00%)
39.78%n.a.
Newmont Goldcorp A43.3852.65USD52.65
(100.00%)
-21.58%28.958
(55.00%)
33.13%n.a.
Anglo American A23.5924.31GBP24.31
(100.00%)
-3.05%13.371
(55.00%)
43.32%n.a.

Reference data

ISIN CH1341408826
Security 134140882
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'109.89

Coupon

Coupon (Coupon p.a.)10.99% (10.99% )
Coupon paymentguaranteed
Interest portion p.a.4.18%
Premium portion p.a.6.81%
Coupon date15.04.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.10.2024
Payment day15.10.2024
First trading day15.10.2024
Last trading day07.10.2025
Final fixing day07.10.2025
Redemption date15.10.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term316
Issue amount20'000.00

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 -17.75%

Product type

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

Legal parties

Issuer Zuercher 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 Return4.18%
Cash value of fixed income investment upon issue95.99%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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