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5.9999% p.a. ZKB Reverse Convertible Defensive
Dassault Systemes SA Aktie

ISIN: CH1218249238 Security: 121824923 Symbol: RCDSZZ Life cycle
Secondary market

Bid Price 101.01%

Ask Price 101.51%

Currency EUR

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Dassault Systemes A38.1743.291EUR31.84 (73.55%)16.58%3'140.6542

Reference data

ISIN CH1218249238
Security 121824923
Symbol RCDSZZ
Currency EUR
Currency hedging No
Nominal amount 100'000.00

Coupon

Coupon (Coupon p.a.)2.98% (6.00% )
Coupon paymentguaranteed
Interest portion p.a.3.78%
Premium portion p.a.2.22%
Coupon date30.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.02.2024
Payment day01.03.2024
First trading day01.03.2024
Last trading day23.08.2024
Final fixing day23.08.2024
Redemption date30.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term99
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 -11.83%

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 date30.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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