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5.55% (5.61% p.a.) Barrier Reverse Convertible on Bayer AG

  • Valor 116748048
  • ISIN CH1167480487
  • Symbol RBABPV
Bid (indicative)%
Ask (indicative)%
CurrencyEUR
Price on
Sell
Buy
Bayer AGEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer32.71%
Interest
Coupon (Coupon p.a.)5.55% (5.61%)
Accrued interest1.53%
Premium component4.7076%
Interest share0.8424%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/06/2022
First Trading Day24/06/2022
Payment date27/06/2022
Final fixing16/06/2023
Redemption23/06/2023

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 48.65EUR 59.73EUR 32.8532.71%

No chart available

Key data
Barrier reachedno
Riskbuffer32.71%
Interest
Coupon (Coupon p.a.)5.55% (5.61%)
Accrued interest1.53%
Premium component4.7076%
Interest share0.8424%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/06/2022
First Trading Day24/06/2022
Payment date27/06/2022
Final fixing16/06/2023
Redemption23/06/2023
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 59.73
BarrierEUR 32.85 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Bayer
DE000BAY0017
Spot reference priceEUR 59.73
Ratio16.74201
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program