derinet® Switzerland
Back

4.26% (4.25% p.a.) Barrier Reverse Convertible on AEX® Index

  • Valor 115645955
  • ISIN CH1156459559
  • Symbol RAEAAV
Product expired on 08/02/2023
Barrier hit on 13/10/2022 at 14:32
UnderlyingEUR 
Please note that this is an indication.

Documents

Key data
Barrier reached13/10/2022
Redemption97.22%
Repayment Date15/02/2023
Interest
Coupon (Coupon p.a.)4.2618% (4.25%)
Premium component4.2618%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing09/02/2022
First Trading Day11/02/2022
Payment date14/02/2022
Final fixing08/02/2023
Redemption15/02/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 724.18EUR 769.77EUR 615.82

No chart available

Key data
Barrier reached13/10/2022
Redemption97.22%
Repayment Date15/02/2023
Interest
Coupon (Coupon p.a.)4.2618% (4.25%)
Premium component4.2618%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing09/02/2022
First Trading Day11/02/2022
Payment date14/02/2022
Final fixing08/02/2023
Redemption15/02/2023
Sustainability feature
--
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 769.77
BarrierEUR 615.82 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Underlying
NL0000000107
Spot reference priceEUR 769.77
Ratio1.29909
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program

Documents