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ZKB Callable Reverse Convertible on worst of
Unilever NV/Henkel AG & Co. KGaA/L'Oréal S.A.

ISIN: CH1273453063 Security: 127345306 Symbol: n.a. Life cycle
Secondary market

Bid Price 81.89%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 27.11.2024 05:45:28

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Unilever PLC N56.7447.4225EUR47.42 (100.00%)16.42%21.0870
Henkel VA81.0671.11EUR71.11 (100.00%)12.27%14.0627
L'Oréal A332.85414.75EUR414.75 (100.00%)-24.61%2.4111

Reference data

ISIN CH1273453063
Security 127345306
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)16.73% (11.11% )
Coupon paymentguaranteed
Interest portion p.a.3.75%
Premium portion p.a.7.36%
Coupon date24.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.08.2023
Payment day22.08.2023
First trading day22.08.2023
Last trading day17.02.2025
Final fixing day17.02.2025
Redemption date24.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term81
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -19.75%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.75%
Cash value of fixed income investment upon issue94.60%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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