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20.36% (20.25% p.a.) Barrier Reverse Convertible on Idorsia, Lonza

  • Valor 119434781
  • ISIN CH1194347816
  • Symbol RMAABV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Product with sustainability features
Lonza Group AGCHF 
Idorsia LtdCHF 
Please note that this is an indication.

Documents

Key data
Yield max.23.08%
Yield max. p.a.23.67%
Riskbuffer45.25%
Interest
Coupon (Coupon p.a.)20.3625% (20.25%)
Accrued interest0.23%
Premium component18.7958%
Interest share1.5667%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing16/09/2022
First Trading Day22/09/2022
Payment date23/09/2022
Final fixing18/09/2023
Redemption25/09/2023
Barrier reachedno

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 13.02CHF 13.97CHF 6.99
CHF 445.00CHF 484.20CHF 242.10

No chart available

Key data
Yield max.23.08%
Yield max. p.a.23.67%
Riskbuffer45.25%
Interest
Coupon (Coupon p.a.)20.3625% (20.25%)
Accrued interest0.23%
Premium component18.7958%
Interest share1.5667%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing16/09/2022
First Trading Day22/09/2022
Payment date23/09/2022
Final fixing18/09/2023
Redemption25/09/2023
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%
Barrier50.00%
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