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ZKB Autocallable Reverse Convertible on worst of
The Walt Disney Company/Colgate-Palmolive Co/Johnson & Johnson

ISIN: CH1273463484 Security: 127346348 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.10%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 03:36:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Walt Disney A105.7985.02USD63.77 (75.00%)39.72%15.6826
Colgate-Palmolive A95.173.85USD55.39 (75.00%)41.76%18.0546
Johnson & Johnson A149.91162.47USD121.85 (75.00%)18.72%8.2066

Reference data

ISIN CH1273463484
Security 127346348
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)DIS + 8.00%
Coupon paymentguaranteed
Interest portion p.a.DIS
Premium portion p.a.8.000%
Coupon date25.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.09.2023
Payment day25.09.2023
First trading day25.09.2023
Last trading day18.03.2025
Final fixing day18.03.2025
Redemption date25.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term308
Issue amount60'000.00

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 -7.73%

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 Return5.27%
Cash value of fixed income investment upon issue92.58%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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