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ZKB Reverse Convertible on worst of
CVS Health Corp/Medtronic PLC/Pfizer Inc

ISIN: CH1273451711 Security: 127345171 Symbol: n.a. Life cycle
Secondary market

Bid Price 91.84%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 11:38:52

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
CVS Health Corp N55.6874.96USD59.97 (80.00%)-7.70%16.6756
Medtronic PLC82.7683.745USD67.00 (80.00%)19.05%14.9263
Pfizer Inc28.1835.965USD28.77 (80.00%)-2.10%34.7560

Reference data

ISIN CH1273451711
Security 127345171
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)11.22% (11.16% )
Coupon paymentguaranteed
Interest portion p.a.5.36%
Premium portion p.a.5.80%
Coupon date20.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.08.2023
Payment day17.08.2023
First trading day17.08.2023
Last trading day12.08.2024
Final fixing day12.08.2024
Redemption date19.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term93
Issue amount100'000.00

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 -25.72%

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 Return5.36%
Cash value of fixed income investment upon issue94.89%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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