derinet® Switzerland
Back

6.85% (6.75% p.a.) Barrier Reverse Convertible on VAT Group AG

  • Valor 116747694
  • ISIN CH1167476949
  • Symbol RVAANV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • sustainable
VAT Group AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.85% (6.75%)
Accrued interest0.43%
Premium component6.8500%
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 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 243.20CHF 275.40CHF 165.20

No chart available

Interest
Coupon (Coupon p.a.)6.85% (6.75%)
Accrued interest0.43%
Premium component6.8500%
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 275.40
BarrierCHF 165.20 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
VAT
CH0311864901
Spot reference priceCHF 275.40
Ratio3.63108
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program