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7.75% (7.85% p.a.) Barrier Reverse Convertible on Zurich Insurance Group Ltd

  • Valor 119434875
  • ISIN CH1194348756
  • Symbol RZUABV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Product with sustainability features
Zurich Insurance Group LtdCHF 
Please note that this is an indication.

Documents

Key data
Yield max.12.64%
Yield max. p.a.12.82%
Barrier reachedno
Riskbuffer13.99%
Interest
Coupon (Coupon p.a.)7.75% (7.85%)
Accrued interest0.00%
Premium component6.1417%
Interest share1.6083%
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

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 402.90CHF 431.10CHF 344.9013.99%

No chart available

Key data
Yield max.12.64%
Yield max. p.a.12.82%
Barrier reachedno
Riskbuffer13.99%
Interest
Coupon (Coupon p.a.)7.75% (7.85%)
Accrued interest0.00%
Premium component6.1417%
Interest share1.6083%
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 431.10
BarrierCHF 344.90 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Zurich Insurance
CH0011075394
Spot reference priceCHF 431.10
Ratio2.31965
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program