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5.35% (5.41% p.a.) Barrier Reverse Convertible on Carrefour SA

  • Valor 116748054
  • ISIN CH1167480545
  • Symbol RCAADV
Bid (indicative)%
Ask (indicative)%
CurrencyEUR
Price on
Sell
Buy
  • Product with sustainability features
Carrefour SAEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)5.35% (5.41%)
Accrued interest1.47%
Premium component4.5076%
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 14.05EUR 17.67EUR 10.599

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Interest
Coupon (Coupon p.a.)5.35% (5.41%)
Accrued interest1.47%
Premium component4.5076%
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 17.67
BarrierEUR 10.599 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Carrefour
FR0000120172
Spot reference priceEUR 17.67
Ratio56.60911
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program