derinet® Switzerland
Back

9.03% (6.00% p.a.) Barrier Reverse Convertible on Nestlé, Novartis, Zurich Insurance

  • Valor 119434762
  • ISIN CH1194347626
  • Symbol RMAY9V
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Product with sustainability features
Novartis AGCHF 
Nestlé SACHF 
Zurich Insurance Group LtdCHF 
Please note that this is an indication.

Documents

Key data
Yield max.13.38%
Yield max. p.a.9.19%
Riskbuffer35.65%
Interest
Coupon (Coupon p.a.)9.0333% (6.00%)
Accrued interest0.18%
Premium component6.9583%
Interest share2.075%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing09/09/2022
First Trading Day15/09/2022
Payment date16/09/2022
Final fixing11/03/2024
Redemption18/03/2024
Barrier reachedno

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 106.32CHF 111.62CHF 66.97
CHF 74.39CHF 79.36CHF 47.62
CHF 402.90CHF 424.60CHF 254.80

No chart available

Key data
Yield max.13.38%
Yield max. p.a.9.19%
Riskbuffer35.65%
Interest
Coupon (Coupon p.a.)9.0333% (6.00%)
Accrued interest0.18%
Premium component6.9583%
Interest share2.075%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing09/09/2022
First Trading Day15/09/2022
Payment date16/09/2022
Final fixing11/03/2024
Redemption18/03/2024
Barrier reachedno
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

100.00%
Barrier60.00%
Barrier observationcontinuous
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program