derinet® Switzerland
Back

14.10% (13.90% p.a.) Barrier Reverse Convertible on Zur Rose Group AG

  • Valor 116747698
  • ISIN CH1167476980
  • Symbol RROA7V
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Zur Rose Group AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)14.10% (13.90%)
Accrued interest0.89%
Premium component14.1000%
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 81.75CHF 106.40CHF 53.20

No chart available

Interest
Coupon (Coupon p.a.)14.10% (13.90%)
Accrued interest0.89%
Premium component14.1000%
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 106.40
BarrierCHF 53.20 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Zur Rose Group AG
CH0042615283
Spot reference priceCHF 106.40
Ratio9.3985
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program