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13.40% (13.62% p.a.) Barrier Reverse Convertible on BASF SE

  • Valor 119434881
  • ISIN CH1194348814
  • Symbol RBAATV
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
BASF SEEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)13.40% (13.62%)
Accrued interest9.23%
Premium component11.2043%
Interest share2.1957%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing21/09/2022
First Trading Day27/09/2022
Payment date28/09/2022
Final fixing15/09/2023
Redemption22/09/2023
Sustainability feature
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Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 46.79EUR 41.34EUR 28.941

No chart available

Interest
Coupon (Coupon p.a.)13.40% (13.62%)
Accrued interest9.23%
Premium component11.2043%
Interest share2.1957%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing21/09/2022
First Trading Day27/09/2022
Payment date28/09/2022
Final fixing15/09/2023
Redemption22/09/2023
Sustainability feature
--
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 41.34
BarrierEUR 28.941 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
BASF
DE000BASF111
Spot reference priceEUR 41.34
Ratio24.18731
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program