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ZKB Reverse Convertible on worst of
Sanofi SA/Fresenius SE & Co. KGaA/Bayer AG

ISIN: CH1273459201 Security: 127345920 Symbol: n.a. Life cycle
Secondary market

Bid Price 76.87%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.05.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Sanofi A9098.805EUR74.10 (75.00%)17.85%674.7297
Fresenius SE C A27.5229.44EUR22.08 (75.00%)19.77%2'264.4928
Bayer N28.31550.875EUR38.16 (75.00%)-34.83%1'310.4013

Reference data

ISIN CH1273459201
Security 127345920
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 50'000.00

Coupon

Coupon (Coupon p.a.)7.98% (7.95% )
Coupon paymentguaranteed
Interest portion p.a.3.77%
Premium portion p.a.4.18%
Coupon date10.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date01.09.2023
Payment day08.09.2023
First trading day08.09.2023
Last trading day02.09.2024
Final fixing day02.09.2024
Redemption date09.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term103
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 50'000.00
Performance of underlying since issue -44.37%

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 Return3.77%
Cash value of fixed income investment upon issue96.36%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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