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ZKB Autocallable Reverse Convertible on worst of
Merck KGaA/Sartorius AG/Carl Zeiss Meditec AG

ISIN: CH1273447461 Security: 127344746 Symbol: n.a. Life cycle
Secondary market

Bid Price 90.98%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Merck A155.5160.325EUR128.26 (80.00%)17.52%38.9833
Sartorius VA278.8367.40EUR293.92 (80.00%)-5.42%17.0114
Carl Zeiss Meditec A94.55104.675EUR83.74 (80.00%)11.43%59.7086

Reference data

ISIN CH1273447461
Security 127344746
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)MRK + 12.97%
Coupon paymentguaranteed
Interest portion p.a.MRK
Premium portion p.a.12.974%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.07.2023
Payment day04.08.2023
First trading day04.08.2023
Last trading day29.07.2024
Final fixing day29.07.2024
Redemption date05.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term77
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 5'000.00
Performance of underlying since issue -24.12%

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 Return3.82%
Cash value of fixed income investment upon issue96.32%
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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