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ZKB Reverse Convertible on worst of
Freeport-McMoRan Inc/Vale SA/APA Corp

ISIN: CH1329113612 Security: 132911361 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.95%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 08.05.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Freeport Mcmoran A49.9639.925USD31.94 (80.00%)36.30%31.3087
Vale A12.5513.605USD10.88 (80.00%)13.46%91.8780
APA N30.5130.705USD24.56 (80.00%)19.76%40.7100

Reference data

ISIN CH1329113612
Security 132911361
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)17.11% (17.11% )
Coupon paymentguaranteed
Interest portion p.a.5.06%
Premium portion p.a.12.05%
Coupon date16.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.03.2024
Payment day14.03.2024
First trading day14.03.2024
Last trading day07.03.2025
Final fixing day07.03.2025
Redemption date14.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term301
Issue amount50'000.00

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 -7.56%

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 Return5.06%
Cash value of fixed income investment upon issue95.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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