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ZKB Barrier Reverse Convertible on worst of
American Airlines Group Inc/AIR France - KLM

ISIN: CH1341415482 Security: 134141548 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.12%

Ask Price n.a.

Currency qGBP

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:38

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
American Airlines N14.25513.26USD13.26
(100.00%)
7.18%7.293
(55.00%)
48.95%n.a.
AIR France - KLM A7.4049.132EUR9.13
(100.00%)
-23.34%5.023
(55.00%)
32.16%n.a.

Reference data

ISIN CH1341415482
Security 134141548
Symbol n.a.
Currency qGBP
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'064.05

Coupon

Coupon (Coupon p.a.)6.40% (12.67% )
Coupon paymentguaranteed
Interest portion p.a.4.55%
Premium portion p.a.8.12%
Coupon date02.05.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.10.2024
Payment day31.10.2024
First trading day31.10.2024
Last trading day24.04.2025
Final fixing day24.04.2025
Redemption date02.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term153
Issue amount35'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot GBP 1'000.00
Performance of underlying since issue -18.92%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.55%
Cash value of fixed income investment upon issue97.77%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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