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13.85% (13.85% p.a.) Reverse Convertible on Credit Suisse Group AG

  • Valor 120072126
  • ISIN CH1200721269
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
Credit Suisse Group AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)13.85% (13.85%)
Accrued interest10.81%
Premium component13.1895%
Interest share0.6605%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing18/08/2022
First Trading Day22/08/2022
Payment date25/08/2022
Final fixing18/08/2023
Redemption25/08/2023
Sustainability feature
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Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike Price
CHF 0.8096CHF 4.73

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Interest
Coupon (Coupon p.a.)13.85% (13.85%)
Accrued interest10.81%
Premium component13.1895%
Interest share0.6605%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing18/08/2022
First Trading Day22/08/2022
Payment date25/08/2022
Final fixing18/08/2023
Redemption25/08/2023
Sustainability feature
--
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
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 4.73
Underlying/
ISIN of underlying
Credit Suisse
CH0012138530
Spot reference priceCHF 4.97
COSINo
ListingNone
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program