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5.51% (5.50% p.a.) Barrier Reverse Convertible on Swiss Re AG

  • Valor 115643154
  • ISIN CH1156431541
  • Symbol RSRARV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Swiss Re AGCHF 
Please note that this is an indication.

Documents

Key data
Yield max.5.18%
Yield max. p.a.5.15%
Barrier reachedno
Riskbuffer26.00%
Interest
Coupon (Coupon p.a.)5.5153% (5.50%)
Accrued interest0.00%
Premium component5.5153%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing14/01/2022
First Trading Day18/01/2022
Payment date19/01/2022
Final fixing13/01/2023
Redemption20/01/2023

Current price information

IntradaySince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 97.00CHF 95.42CHF 71.5726.00%

No chart available

Key data
Yield max.5.18%
Yield max. p.a.5.15%
Barrier reachedno
Riskbuffer26.00%
Interest
Coupon (Coupon p.a.)5.5153% (5.50%)
Accrued interest0.00%
Premium component5.5153%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing14/01/2022
First Trading Day18/01/2022
Payment date19/01/2022
Final fixing13/01/2023
Redemption20/01/2023
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
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

CHF 95.42
BarrierCHF 71.57 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Swiss Re
CH0126881561
Spot reference priceCHF 95.42
Ratio10.47998
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program