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ZKB Reverse Convertible on worst of
Thermo Fisher Scientific Inc/AbbVie Inc/Unitedhealth Group Inc/Merck & Co Inc/Eli Lilly & Co

ISIN: CH1273455472 Security: 127345547 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.30%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 175'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Thermo Fisher Sci N593.03533.5094USD320.11 (60.00%)45.94%3.1240
AbbVie A160.75149.363USD89.62 (60.00%)44.27%11.1585
Unitedhealth Group A512.81499.3303USD299.60 (60.00%)41.28%3.3378
Merck A130.06108.9151USD65.35 (60.00%)49.87%15.3024
Eli Lilly & Co A760550.2991USD330.18 (60.00%)56.80%3.0287

Reference data

ISIN CH1273455472
Security 127345547
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)17.45% (8.72% )
Coupon paymentguaranteed
Interest portion p.a.4.88%
Premium portion p.a.3.84%
Coupon date28.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.08.2023
Payment day28.08.2023
First trading day28.08.2023
Last trading day21.08.2025
Final fixing day21.08.2025
Redemption date28.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term465
Issue amount175'000.00

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 2.18%

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 Return4.88%
Cash value of fixed income investment upon issue90.91%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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