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9.07% (9.00% p.a.) Barrier Reverse Convertible on BASF SE

  • Valor 116747374
  • ISIN CH1167473748
  • Symbol RBAAZV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
BASF SEEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer23.37%
Interest
Coupon (Coupon p.a.)9.075% (9.00%)
Accrued interest3.08%
Premium component9.0750%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing07/04/2022
First Trading Day13/04/2022
Payment date14/04/2022
Final fixing06/04/2023
Redemption17/04/2023

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 42.685EUR 50.84EUR 33.0523.37%

No chart available

Key data
Barrier reachedno
Riskbuffer23.37%
Interest
Coupon (Coupon p.a.)9.075% (9.00%)
Accrued interest3.08%
Premium component9.0750%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing07/04/2022
First Trading Day13/04/2022
Payment date14/04/2022
Final fixing06/04/2023
Redemption17/04/2023
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 50.84
BarrierEUR 33.05 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
BASF
DE000BASF111
Spot reference priceEUR 50.84
Ratio19.66955
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program