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5.25% (5.88% p.a.) Barrier Reverse Convertible on ABB Ltd

  • Valor 119435239
  • ISIN CH1194352394
  • Symbol RABAEV
Bid (indicative)%
Ask (indicative)%
CurrencyCHF
Price on
Sell
Buy
  • Product with sustainability features
ABB LtdCHF 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer39.31%
Interest
Coupon (Coupon p.a.)5.25% (5.88%)
Accrued interest2.38%
Premium component4.2723%
Interest share0.9777%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing25/10/2022
First Trading Day31/10/2022
Payment date01/11/2022
Final fixing15/09/2023
Redemption22/09/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 29.43CHF 27.47CHF 17.8639.31%

No chart available

Key data
Barrier reachedno
Riskbuffer39.31%
Interest
Coupon (Coupon p.a.)5.25% (5.88%)
Accrued interest2.38%
Premium component4.2723%
Interest share0.9777%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing25/10/2022
First Trading Day31/10/2022
Payment date01/11/2022
Final fixing15/09/2023
Redemption22/09/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
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 27.47
BarrierCHF 17.86 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ABB
CH0012221716
Spot reference priceCHF 27.47
Ratio36.40335
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program