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ZKB Autocallable Reverse Convertible on worst of
Exxon Mobil Corp/Occidental Petroleum Corp/ConocoPhillips

ISIN: CH1218250889 Security: 121825088 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.11%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Exxon Mobil A117.96114.97USD85.08 (74.00%)27.86%11.7539
Occidental Petr A63.5764.20USD47.51 (74.00%)25.72%21.0491
ConocoPhillips A121.91126.84USD93.86 (74.00%)23.25%10.6540

Reference data

ISIN CH1218250889
Security 121825088
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)XOM + 8.00%
Coupon paymentguaranteed
Interest portion p.a.XOM
Premium portion p.a.8.000%
Coupon date08.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.03.2024
Payment day08.04.2024
First trading day08.04.2024
Last trading day29.09.2025
Final fixing day29.09.2025
Redemption date08.10.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term505
Issue amount20'000.00

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 -3.59%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

Legal parties

Issuer Zürcher Kantonalbank, Zürich
Keep-Well Agreement
Issuer rating Standard & Poor's AAA, Moody's Aaa, Fitch AAA
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxYes
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.75%
Cash value of fixed income investment upon issue93.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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