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5.10% (5.05% p.a.) Barrier Reverse Convertible on Carrefour SA

  • Valor 116747380
  • ISIN CH1167473805
  • Symbol RCAAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
  • Product with sustainability features
Carrefour SAEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)5.10% (5.05%)
Accrued interest2.41%
Premium component5.1000%
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 14.125EUR 19.65EUR 12.769

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Interest
Coupon (Coupon p.a.)5.10% (5.05%)
Accrued interest2.41%
Premium component5.1000%
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 19.65
BarrierEUR 12.769 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Carrefour
FR0000120172
Spot reference priceEUR 19.65
Ratio50.90354
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program