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4.9978% p.a. ZKB Reverse Convertible Defensive
Daimler Truck Holding AG Namenaktie

ISIN: CH1218246028 Security: 121824602 Symbol: DTGRCZ Life cycle
Secondary market

Bid Price 102.24%

Ask Price 102.74%

Currency EUR

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 14.05.2024 09:06:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Daimler Truck Holding AG41.7230.31EUR20.61 (68.00%)49.85%4'851.8253

Reference data

ISIN CH1218246028
Security 121824602
Symbol DTGRCZ
Currency EUR
Currency hedging No
Nominal amount 100'000.00

Coupon

Coupon (Coupon p.a.)2.49% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.3.78%
Premium portion p.a.1.22%
Coupon date10.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.12.2023
Payment day11.12.2023
First trading day11.12.2023
Last trading day03.06.2024
Final fixing day03.06.2024
Redemption date10.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term19
Issue amount3'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 100'000.00
Performance of underlying since issue 35.60%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date10.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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