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ZKB Reverse Convertible on worst of
CVS Health Corp/Pfizer Inc/Medtronic PLC

ISIN: CH1273444484 Security: 127344448 Symbol: n.a. Life cycle
Secondary market

Bid Price 91.32%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
CVS Health Corp N55.8274.0880USD59.27 (80.00%)-5.50%16.8718
Pfizer Inc28.0136.4551USD29.16 (80.00%)-4.05%34.2888
Medtronic PLC82.8486.0228USD68.82 (80.00%)16.55%14.5310

Reference data

ISIN CH1273444484
Security 127344448
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)11.31% (11.31% )
Coupon paymentguaranteed
Interest portion p.a.5.39%
Premium portion p.a.5.92%
Coupon date31.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.07.2023
Payment day31.07.2023
First trading day31.07.2023
Last trading day22.07.2024
Final fixing day22.07.2024
Redemption date31.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term71
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 -24.17%

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 Return5.39%
Cash value of fixed income investment upon issue94.89%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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