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ZKB Reverse Convertible auf
Anglo American PLC

ISIN: CH1329120518 Security: 132912051 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.15%

Ask Price n.a.

Currency GBP

Exchange ZKB

Volume 1'000'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:40:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Anglo American A26.7819.118GBP17.21 (90.00%)35.74%58.1186

Reference data

ISIN CH1329120518
Security 132912051
Symbol n.a.
Currency GBP
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)3.89% (15.59% )
Coupon paymentguaranteed
Interest portion p.a.5.27%
Premium portion p.a.10.33%
Coupon date04.06.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.03.2024
Payment day04.04.2024
First trading day04.04.2024
Last trading day27.06.2024
Final fixing day27.06.2024
Redemption date04.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term39
Issue amount1'000'000.00

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 40.05%

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 Return5.27%
Cash value of fixed income investment upon issue98.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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