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4.01% (4.00% p.a.) Reverse Convertible on Swisscom AG

  • Valor 120074042
  • ISIN CH1200740426
  • Symbol RSCAAV
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
  • Triparty Collateralised Instrument
  • Product with sustainability features
Swisscom AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)4.0111% (4.00%)
Accrued interest2.79%
Premium component2.4392%
Interest share1.5719%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing14/09/2022
First Trading Day21/09/2022
Payment date21/09/2022
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

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Performance
UnderlyingClosing PriceStrike Price
CHF 568.80CHF 433.80

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Interest
Coupon (Coupon p.a.)4.0111% (4.00%)
Accrued interest2.79%
Premium component2.4392%
Interest share1.5719%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing14/09/2022
First Trading Day21/09/2022
Payment date21/09/2022
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 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 433.80
Underlying/
ISIN of underlying
Swisscom
CH0008742519
Spot reference priceCHF 493.00
COSINo
ListingSIX Structured Products Exchange
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