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ZKB Reverse Convertible auf
Lloyds Banking Group PLC

ISIN: CH1304003358 Security: 130400335 Symbol: n.a. Life cycle
Secondary market

Bid Price 106.75%

Ask Price n.a.

Currency GBP

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 03:50:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Lloyds Banking Grp A0.540.4129GBP0.41 (100.00%)24.21%2'422.0112

Reference data

ISIN CH1304003358
Security 130400335
Symbol n.a.
Currency GBP
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)9.62% (19.29% )
Coupon paymentguaranteed
Interest portion p.a.5.24%
Premium portion p.a.14.05%
Coupon date20.05.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.02.2024
Payment day20.02.2024
First trading day20.02.2024
Last trading day13.08.2024
Final fixing day13.08.2024
Redemption date20.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term90
Issue amount25'000.00

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 31.94%

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 Return5.24%
Cash value of fixed income investment upon issue97.49%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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