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5.95% (6.03% p.a.) Barrier Reverse Convertible on Nestlé SA

  • Valor 119434865
  • ISIN CH1194348657
  • Symbol RNEAAV
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
Price on-
  • Product with sustainability features
Nestlé SACHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)5.95% (6.03%)
Accrued interest0.00%
Premium component4.3798%
Interest share1.5702%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/09/2022
First Trading Day26/09/2022
Payment date27/09/2022
Final fixing15/09/2023
Redemption22/09/2023

Current price information

IntradaySince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 107.08CHF 108.12CHF 91.90

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Interest
Coupon (Coupon p.a.)5.95% (6.03%)
Accrued interest0.00%
Premium component4.3798%
Interest share1.5702%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/09/2022
First Trading Day26/09/2022
Payment date27/09/2022
Final fixing15/09/2023
Redemption22/09/2023
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

CHF 108.12
BarrierCHF 91.90 (85.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Nestlé
CH0038863350
Spot reference priceCHF 108.12
Ratio9.24898
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program