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16.17% (13.00% p.a.) Barrier Reverse Convertible on Idorsia, Novartis

  • Valor 116747662
  • ISIN CH1167476626
  • Symbol RMBWPV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Product with sustainability features
Novartis AGCHF 
Idorsia LtdCHF 
Please note that this is an indication.

Documents

Key data
Yield max.21.07%
Yield max. p.a.22.51%
Riskbuffer40.93%
Interest
Coupon (Coupon p.a.)16.1778% (13.00%)
Accrued interest3.76%
Premium component16.1778%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing03/06/2022
First Trading Day10/06/2022
Payment date13/06/2022
Final fixing04/09/2023
Redemption11/09/2023
Barrier reachedno

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 12.75CHF 15.40CHF 7.70
CHF 73.98CHF 85.83CHF 42.92

No chart available

Key data
Yield max.21.07%
Yield max. p.a.22.51%
Riskbuffer40.93%
Interest
Coupon (Coupon p.a.)16.1778% (13.00%)
Accrued interest3.76%
Premium component16.1778%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing03/06/2022
First Trading Day10/06/2022
Payment date13/06/2022
Final fixing04/09/2023
Redemption11/09/2023
Barrier reachedno
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

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