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5.90% (5.81% p.a.) Barrier Reverse Convertible on Swiss Re AG

  • Valor 116747692
  • ISIN CH1167476923
  • Symbol RSRAOV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Swiss Re AGCHF 
Please note that this is an indication.

Documents

Key data
Yield max.7.65%
Yield max. p.a.8.15%
Barrier reachedno
Riskbuffer31.26%
Interest
Coupon (Coupon p.a.)5.90% (5.81%)
Accrued interest0.45%
Premium component5.9000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing27/05/2022
First Trading Day31/05/2022
Payment date01/06/2022
Final fixing30/05/2023
Redemption06/06/2023

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 75.30CHF 79.13CHF 51.4331.26%

No chart available

Key data
Yield max.7.65%
Yield max. p.a.8.15%
Barrier reachedno
Riskbuffer31.26%
Interest
Coupon (Coupon p.a.)5.90% (5.81%)
Accrued interest0.45%
Premium component5.9000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing27/05/2022
First Trading Day31/05/2022
Payment date01/06/2022
Final fixing30/05/2023
Redemption06/06/2023
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 79.13
BarrierCHF 51.43 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Swiss Re
CH0126881561
Spot reference priceCHF 79.13
Ratio12.63743
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program