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ZKB Reverse Convertible on worst of
Abbott Laboratories/Bank of America Corp/NextEra Energy Inc

ISIN: CH1273468046 Security: 127346804 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.03%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 01:56:34

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Abbott Laborat. A104.5995.9080USD76.73 (80.00%)26.64%13.0333
Bank of America A38.9126.0209USD20.82 (80.00%)46.50%48.0383
NextEra Energy A77.0553.1992USD42.56 (80.00%)44.76%23.4966

Reference data

ISIN CH1273468046
Security 127346804
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)13.28% (13.13% )
Coupon paymentguaranteed
Interest portion p.a.5.50%
Premium portion p.a.7.63%
Coupon date15.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.10.2023
Payment day12.10.2023
First trading day12.10.2023
Last trading day07.10.2024
Final fixing day07.10.2024
Redemption date15.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term143
Issue amount30'000.00

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 9.05%

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 Return5.50%
Cash value of fixed income investment upon issue94.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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