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ZKB Reverse Convertible on worst of
Mastercard Inc/Meta Platforms Inc/The Walt Disney Company

ISIN: CH1273469358 Security: 127346935 Symbol: n.a. Life cycle
Secondary market

Bid Price 109.75%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 21'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 05:40:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Mastercard -A- N457.76395.7579USD316.61 (80.00%)30.66%3.1585
Meta Platforms N468.01318.6577USD254.93 (80.00%)45.48%3.9227
Walt Disney A105.8384.8923USD67.91 (80.00%)35.93%14.7245

Reference data

ISIN CH1273469358
Security 127346935
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)13.73% (13.70% )
Coupon paymentguaranteed
Interest portion p.a.5.43%
Premium portion p.a.8.26%
Coupon date18.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.10.2023
Payment day17.10.2023
First trading day17.10.2023
Last trading day10.10.2024
Final fixing day10.10.2024
Redemption date18.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term148
Issue amount21'000.00

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 15.37%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.43%
Cash value of fixed income investment upon issue94.83%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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