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9.85% (9.96% p.a.) Barrier Reverse Convertible on ABN AMRO Bank N.V

  • Valor 116748123
  • ISIN CH1167481238
  • Symbol RABAWV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
  • Product with sustainability features
ABN AMRO Bank N.VEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)9.85% (9.96%)
Accrued interest4.09%
Premium component9.0063%
Interest share0.8437%
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
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 12.215EUR 11.50EUR 7.476

No chart available

Interest
Coupon (Coupon p.a.)9.85% (9.96%)
Accrued interest4.09%
Premium component9.0063%
Interest share0.8437%
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
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
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 11.50
BarrierEUR 7.476 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ABN AMRO Bank
NL0011540547
Spot reference priceEUR 11.50
Ratio86.9414
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program