Inhaltsseite: Home

ZKB Reverse Convertible on worst of
Procter & Gamble Co/Deere & Co/Microsoft Corp/Alphabet Inc/Apple Inc

ISIN: CH1273448295 Security: 127344829 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.78%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Procter & Gamble A167.64156.07USD85.84 (55.00%)48.58%11.6498
Deere & Co A397.02429.58USD236.27 (55.00%)39.86%4.2325
Microsoft N420.21335.38USD184.46 (55.00%)56.04%5.4213
Alphabet A -A-176.13132.74USD73.01 (55.00%)58.46%13.6973
Apple A189.82196.305USD107.97 (55.00%)43.07%9.2620

Reference data

ISIN CH1273448295
Security 127344829
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)20.51% (10.25% )
Coupon paymentguaranteed
Interest portion p.a.4.85%
Premium portion p.a.5.41%
Coupon date07.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.07.2023
Payment day07.08.2023
First trading day07.08.2023
Last trading day31.07.2025
Final fixing day31.07.2025
Redemption date07.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term436
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 -8.54%

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 date07.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading