Affiliate link inside on iframe – cookies

I have an idea where I want to have affiliate URL (website) embedded inside of iframe
(for example https://www.asos.com/?affid=1234)
Once I visit it, I will have affid saved inside of cookies. Navigating in new tab to asos.com, affid cookie will be there.

Is it possible to do the same with iframe?

Current setup:

<iframe src="https://www.asos.com/?affid=4321" />

Checking cookies on my website (where iframe is placed), there isn’t affid cookie, also when checking asos.com, there is still previously visited affid (1234).

Thanks!