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ZKB Reverse Convertible on worst of
BP PLC/Freeport-McMoRan Inc

ISIN: CH1329124775 Security: 132912477 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.56%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 17.07.2024 04:20:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BP ARD35.309939.265USD29.45 (75.00%)16.61%n.a.
Freeport Mcmoran A49.2451.055USD38.29 (75.00%)22.72%n.a.

Reference data

ISIN CH1329124775
Security 132912477
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)5.96% (5.96% )
Coupon paymentguaranteed
Interest portion p.a.1.17%
Premium portion p.a.4.79%
Coupon date17.04.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.04.2024
Payment day17.04.2024
First trading day17.04.2024
Last trading day10.04.2025
Final fixing day10.04.2025
Redemption date17.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term266
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -10.06%

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 Return1.17%
Cash value of fixed income investment upon issue98.84%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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