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ZKB Reverse Convertible on worst of
Abbott Laboratories/Bank of America Corp/Estee Lauder Companies Inc/T-Mobile US Inc

ISIN: CH1273447131 Security: 127344713 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.29%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 11:59:27

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Abbott Laborat. A104.59113.995USD85.50 (75.00%)18.26%11.6964
Bank of America A38.9132.365USD24.27 (75.00%)37.62%41.1968
Estee Lauder A136179.11USD134.33 (75.00%)1.23%7.4442
T-Mobile US A162.68142.07USD106.55 (75.00%)34.50%9.3850

Reference data

ISIN CH1273447131
Security 127344713
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)11.10% (11.04% )
Coupon paymentguaranteed
Interest portion p.a.5.47%
Premium portion p.a.5.57%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.07.2023
Payment day03.08.2023
First trading day03.08.2023
Last trading day29.07.2024
Final fixing day29.07.2024
Redemption date05.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term73
Issue amount300'000.00

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 -24.07%

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 Return5.47%
Cash value of fixed income investment upon issue94.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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