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4.75% p.a. Barrier Reverse Convertible on EURO STOXX 50® Index, S&P 500® Index, SMI® (Quanto EUR)

  • Valor 116747587
  • ISIN CH1167475875
  • Symbol RMAFEV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
  • Quanto
  • (Issuer) Callable
S&P 500® Index USD 
EURO STOXX 50® IndexEUR 
SMI® (Swiss Market Index)CHF 
Please note that this is an indication.

Documents

Key data
Yield max.10.68%
Yield max. p.a.4.15%
Barrier reachedno
Interest
Coupon (Coupon p.a.)11.875% (4.75%)
Premium component9.3800%
Interest share2.495%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing18/05/2022
First Trading Day24/05/2022
Payment date25/05/2022
Final fixing18/11/2024
Redemption25/11/2024

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
EUR 3,740.31EUR 3,690.74EUR 1,845.37
USD 4,057.84USD 3,923.68USD 1,961.84
CHF 11,491.80CHF 11,579.14CHF 5,789.57

No chart available

Key data
Yield max.10.68%
Yield max. p.a.4.15%
Barrier reachedno
Interest
Coupon (Coupon p.a.)11.875% (4.75%)
Premium component9.3800%
Interest share2.495%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing18/05/2022
First Trading Day24/05/2022
Payment date25/05/2022
Final fixing18/11/2024
Redemption25/11/2024
Figures
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
Nominal valueEUR 1,000.00
Reference currencyEUR
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%
Barrier50.00%
Barrier observationcontinuous
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program