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ZKB Reverse Convertible on worst of
Lululemon Athletica Inc/Pfizer Inc/Starbucks Corp/Unitedhealth Group Inc

ISIN: CH1329123892 Security: 132912389 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.33%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Lululemon Athletic.N334.95357.725USD214.64 (60.00%)36.24%23.2954
Pfizer Inc28.6426.6677USD16.00 (60.00%)44.03%312.4883
Starbucks A77.8587.0319USD52.22 (60.00%)32.48%95.7504
Unitedhealth Group A524.63458.3004USD274.98 (60.00%)47.39%18.1831

Reference data

ISIN CH1329123892
Security 132912389
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)18.81% (9.40% )
Coupon paymentguaranteed
Interest portion p.a.4.74%
Premium portion p.a.4.67%
Coupon date15.04.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.04.2024
Payment day15.04.2024
First trading day15.04.2024
Last trading day08.04.2026
Final fixing day08.04.2026
Redemption date15.04.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term689
Issue amount150'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue -11.14%

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 Return4.74%
Cash value of fixed income investment upon issue91.16%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.04.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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