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ZKB Reverse Convertible on worst of
TotalEnergies SE/Shell PLC/Chevron Corporation/Exxon Mobil Corp

ISIN: CH1273442249 Security: 127344224 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.12%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 10:22:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Total A68.952.855EUR42.28 (80.00%)38.70%n.a.
Royal Dutch Shell A34.29527.895EUR22.32 (80.00%)35.00%n.a.
Chevron164.53160.105USD128.08 (80.00%)22.15%n.a.
Exxon Mobil A117.91104.625USD83.70 (80.00%)29.01%n.a.

Reference data

ISIN CH1273442249
Security 127344224
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)9.86% (9.81% )
Coupon paymentguaranteed
Interest portion p.a.3.89%
Premium portion p.a.5.92%
Coupon date22.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.07.2023
Payment day20.07.2023
First trading day20.07.2023
Last trading day15.07.2024
Final fixing day15.07.2024
Redemption date22.07.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term61
Issue amount30'000.00

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 2.76%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.89%
Cash value of fixed income investment upon issue96.23%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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