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5.00% p.a. Reverse Convertible on BASF SE

  • Valor 116620586
  • ISIN CH1166205869
  • Symbol RBAAQV
Product expired on 03/04/2023
BASF SEEUR 
Please note that this is an indication.

Documents

Key data
RedemptionpriceEUR 100.00
Repayment Date12/04/2023
Interest
Coupon (Coupon p.a.)5.0556% (5.00%)
Premium component5.0556%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing01/04/2022
First Trading Day07/04/2022
Payment date08/04/2022
Final fixing03/04/2023
Redemption12/04/2023
Sustainability feature
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Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
EUR 46.79EUR 36.49

No chart available

Key data
RedemptionpriceEUR 100.00
Repayment Date12/04/2023
Interest
Coupon (Coupon p.a.)5.0556% (5.00%)
Premium component5.0556%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing01/04/2022
First Trading Day07/04/2022
Payment date08/04/2022
Final fixing03/04/2023
Redemption12/04/2023
Sustainability feature
--
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
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 36.49
Underlying/
ISIN of underlying
BASF
DE000BASF111
Spot reference priceEUR 52.13
COSINo
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