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6.81% p.a. Barrier Reverse Convertible on EURO STOXX 50® Index (Quanto CHF)

  • Valor 120074339
  • ISIN CH1200743396
  • Symbol RESAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Triparty Collateralised Instrument
  • Quanto
  • Autocallable
EURO STOXX 50® IndexEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.8148% (6.81%)
Premium component5.2572%
Interest share1.5576%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 17.04
Next Coupon Payment Day27/12/2022
Interval (in months)3
Life cycle
Initial fixing16/09/2022
First Trading Day23/09/2022
Payment date23/09/2022
Final fixing18/09/2023
Redemption25/09/2023
Autocall
Autocall LevelEUR 3,493.81
Autocall Level (in %)100.00%
Next observation date19/12/2022
Übernächster Beobachtungstag20/03/2023

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 3,348.60EUR 3,493.81EUR 2,515.54

No chart available

Interest
Coupon (Coupon p.a.)6.8148% (6.81%)
Premium component5.2572%
Interest share1.5576%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 17.04
Next Coupon Payment Day27/12/2022
Interval (in months)3
Life cycle
Initial fixing16/09/2022
First Trading Day23/09/2022
Payment date23/09/2022
Final fixing18/09/2023
Redemption25/09/2023
Autocall
Autocall LevelEUR 3,493.81
Autocall Level (in %)100.00%
Next observation date19/12/2022
Übernächster Beobachtungstag20/03/2023
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
QuantoYes
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 3,493.81
BarrierEUR 2,515.54 (72.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
EURO STOXX 50® Index
EU0009658145
Spot reference priceEUR 3,493.81
Ratio0.28622
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program