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7.47% (7.50% p.a.) Barrier Reverse Convertible on Credit Suisse Group AG

  • Valor 116747396
  • ISIN CH1167473961
  • Symbol RCSAIV
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyCHF
Price on
Sell
Barrier hit on 27/09/2022 at 11:02
Credit Suisse Group AGCHF 
Please note that this is an indication.

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Key data
Yield max.78.42%
Yield max. p.a.140.46%
Barrier reached27/09/2022
Riskbuffer0.10%
Interest
Coupon (Coupon p.a.)7.4792% (7.50%)
Accrued interest3.29%
Premium component7.4792%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing08/04/2022
First Trading Day14/04/2022
Payment date19/04/2022
Final fixing11/04/2023
Redemption18/04/2023

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 4.05CHF 7.29CHF 4.0070.10%

No chart available

Key data
Yield max.78.42%
Yield max. p.a.140.46%
Barrier reached27/09/2022
Riskbuffer0.10%
Interest
Coupon (Coupon p.a.)7.4792% (7.50%)
Accrued interest3.29%
Premium component7.4792%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing08/04/2022
First Trading Day14/04/2022
Payment date19/04/2022
Final fixing11/04/2023
Redemption18/04/2023
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
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

CHF 7.29
BarrierCHF 4.007 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Credit Suisse
CH0012138530
Spot reference priceCHF 7.29
Ratio137.26836
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program

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