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7.41% ZKB Reverse Convertible, 07.04.2025 on worst of AA UN/FCX UN
Alcoa Corp/Freeport-McMoRan Inc

ISIN: CH1358051212 Security: 135805121 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.76%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:37

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Alcoa45.4733.22USD24.92 (75.00%)45.71%40.1365
Freeport Mcmoran A43.7244.16USD33.12 (75.00%)24.05%30.1932

Reference data

ISIN CH1358051212
Security 135805121
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)7.41% (12.64% )
Coupon paymentguaranteed
Interest portion p.a.4.69%
Premium portion p.a.7.95%
Coupon date05.03.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.08.2024
Payment day05.09.2024
First trading day05.09.2024
Last trading day31.03.2025
Final fixing day31.03.2025
Redemption date07.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term126
Issue amount150'000.00

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 -1.26%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 Return4.69%
Cash value of fixed income investment upon issue97.35%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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