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ZKB Reverse Convertible on worst of
Coca-Cola Co/Apple Inc/Alphabet Inc/Microsoft Corp/Deere & Co

ISIN: CH1273447651 Security: 127344765 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.81%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 400'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 02:13:07

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Coca-Cola A63.31562.635USD34.45 (55.00%)45.59%29.0282
Apple A189.865195.895USD107.74 (55.00%)43.25%9.2814
Alphabet A -A-174.11132.535USD72.89 (55.00%)58.13%13.7185
Microsoft N420.93336.58USD185.12 (55.00%)56.02%5.4019
Deere & Co A394.41429.33USD236.13 (55.00%)40.13%4.2349

Reference data

ISIN CH1273447651
Security 127344765
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)20.36% (10.18% )
Coupon paymentguaranteed
Interest portion p.a.4.85%
Premium portion p.a.5.33%
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 day28.07.2025
Final fixing day28.07.2025
Redemption date04.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term436
Issue amount400'000.00

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 -8.13%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.85%
Cash value of fixed income investment upon issue90.97%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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