  We consider a six-dimensional solitonic string solution described by a
conformal chiral null model with non-trivial $N=4$ superconformal transverse
part. It can be interpreted as a five-dimensional dyonic solitonic string wound
around a compact fifth dimension. The conformal model is regular with the
short-distance (`throat') region equivalent to a WZW theory. At distances
larger than the compactification scale the solitonic string reduces to a dyonic
static spherically-symmetric black hole of toroidally compactified heterotic
string. The new four-dimensional solution is parameterised by five charges,
saturates the Bogomol'nyi bound and has nontrivial dilaton-axion field and
moduli fields of two-torus. When acted by combined T- and S-duality
transformations it serves as a generating solution for all the static
spherically-symmetric BPS-saturated configurations of the low-energy heterotic
string theory compactified on six-torus. Solutions with regular horizons have
the global space-time structure of extreme Reissner-Nordstrom black holes with
the non-zero thermodynamic entropy which depends only on conserved (quantised)
charge vectors. The independence of the thermodynamic entropy on moduli and
axion-dilaton couplings strongly suggests that it should have a microscopic
interpretation as counting degeneracy of underlying string configurations. This
interpretation is supported by arguments based on the corresponding
six-dimensional conformal field theory. The expression for the level of the WZW
theory describing the throat region implies a renormalisation of the string
tension by a product of magnetic charges, thus relating the entropy and the
number of oscillations of the solitonic string in compact directions.
