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11.75% p.a. Barrier Reverse Convertible on Varta AG

  • Valor 114116869
  • ISIN CH1141168695
  • Symbol RVAAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
  • (Issuer) Callable
Varta AGEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)11.75% (11.75%)
Premium component11.7500%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing21/01/2022
First Trading Day27/01/2022
Payment date28/01/2022
Final fixing23/01/2023
Redemption30/01/2023
Early Redemption
Next observation day22/07/2022
Observation day after next24/10/2022

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 93.72EUR 97.98EUR 58.79

No chart available

Interest
Coupon (Coupon p.a.)11.75% (11.75%)
Premium component11.7500%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing21/01/2022
First Trading Day27/01/2022
Payment date28/01/2022
Final fixing23/01/2023
Redemption30/01/2023
Early Redemption
Next observation day22/07/2022
Observation day after next24/10/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
QuantoNo
Strike price

Reference price of the underlying used to calculate the cash settlement on expiry of the warrant. In cases of physical delivery it is the price at which the underlying is bought (call) or sold (put). Also called: exercise price

EUR 97.98
BarrierEUR 58.79 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Varta
DE000A0TGJ55
Spot reference priceEUR 97.98
Ratio10.20616
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program