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ZKB Autocallable Reverse Convertible on worst of
PayPal Holdings Inc/Verizon Communications Inc/AT&T Inc

ISIN: CH1273445127 Security: 127344512 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.71%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 01:35:58

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
PayPal Hold. Inc A64.4572.8236USD50.98 (70.00%)20.91%19.6169
Verizon Comm A39.7933.6597USD23.56 (70.00%)40.78%42.4416
AT&T A17.1814.6204USD10.23 (70.00%)40.43%97.7110

Reference data

ISIN CH1273445127
Security 127344512
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)PYPL + 14.68%
Coupon paymentguaranteed
Interest portion p.a.PYPL
Premium portion p.a.14.677%
Coupon date29.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.07.2023
Payment day28.07.2023
First trading day28.07.2023
Last trading day22.07.2024
Final fixing day22.07.2024
Redemption date29.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term72
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 -11.50%

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 Return5.41%
Cash value of fixed income investment upon issue94.85%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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