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13.35% p.a. Barrier Reverse Convertible on ABN AMRO Bank, BNP Paribas, Intesa Sanpaolo (Quanto CHF)

  • Valor 116617760
  • ISIN CH1166177605
  • Symbol RMAZIV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Quanto
  • Autocallable
  • Product with sustainability features
BNP ParibasEUR 
Intesa Sanpaolo SpAEUR 
ABN AMRO Bank N.VEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)26.70% (13.35%)
Premium component26.7000%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 33.38
Next Coupon Payment Day01/03/2023
Interval (in months)3
Life cycle
Initial fixing23/02/2022
First Trading Day01/03/2022
Payment date02/03/2022
Final fixing23/02/2024
Redemption01/03/2024
Barrier reachedno
Autocall
Autocall Level (in %)95.00%
Next observation date22/02/2023
Übernächster Beobachtungstag24/05/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
EUR 12.135EUR 12.514EUR 7.383
EUR 52.75EUR 59.55EUR 35.13
EUR EUR 2.6205EUR 1.5461

No chart available

Interest
Coupon (Coupon p.a.)26.70% (13.35%)
Premium component26.7000%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 33.38
Next Coupon Payment Day01/03/2023
Interval (in months)3
Life cycle
Initial fixing23/02/2022
First Trading Day01/03/2022
Payment date02/03/2022
Final fixing23/02/2024
Redemption01/03/2024
Barrier reachedno
Autocall
Autocall Level (in %)95.00%
Next observation date22/02/2023
Übernächster Beobachtungstag24/05/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
QuantoYes
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

100.00%
Barrier59.00%
Barrier observationcontinuous
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