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

ISIN: CH1329116227 Security: 132911622 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.83%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 10:13:25

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Vale A12.4412.185USD7.31 (60.00%)41.23%136.7802
Freeport Mcmoran A51.5942.695USD25.62 (60.00%)50.35%39.0366

Reference data

ISIN CH1329116227
Security 132911622
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)9.10% (9.10% )
Coupon paymentguaranteed
Interest portion p.a.5.09%
Premium portion p.a.4.01%
Coupon date20.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.03.2024
Payment day20.03.2024
First trading day20.03.2024
Last trading day13.03.2025
Final fixing day13.03.2025
Redemption date20.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term303
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 2.09%

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 Return5.09%
Cash value of fixed income investment upon issue95.15%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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