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ZKB Autocallable Reverse Convertible on worst of
Medtronic PLC/Bristol-Myers Squibb Co/AbbVie Inc

ISIN: CH1252887539 Security: 125288753 Symbol: n.a. Life cycle
Secondary market

Bid Price 86.38%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 04:05:42

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Medtronic PLC84.53577.86USD62.29 (80.00%)26.05%16.0545
Bristol Myers A45.2166.47USD53.18 (80.00%)-16.93%18.8055
AbbVie A161.33153.85USD123.08 (80.00%)23.71%8.1248

Reference data

ISIN CH1252887539
Security 125288753
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)MDT + 9.10%
Coupon paymentguaranteed
Interest portion p.a.MDT
Premium portion p.a.9.100%
Coupon date23.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.03.2023
Payment day23.03.2023
First trading day23.03.2023
Last trading day16.09.2024
Final fixing day16.09.2024
Redemption date23.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term124
Issue amount20'000.00

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 -31.59%

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 Return4.62%
Cash value of fixed income investment upon issue93.46%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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