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15.08% (15.00% p.a.) Barrier Reverse Convertible on Credit Suisse Group AG

  • Valor 121105531
  • ISIN CH1211055319
  • Symbol RCSAJV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
Credit Suisse Group AGCHF 
Please note that this is an indication.

Documents

Key data
Yield max.7.81%
Yield max. p.a.9.94%
Barrier reachedno
Riskbuffer37.65%
Interest
Coupon (Coupon p.a.)15.0833% (15.00%)
Accrued interest3.29%
Premium component13.9628%
Interest share1.1205%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing11/11/2022
First Trading Day17/11/2022
Payment date18/11/2022
Final fixing13/11/2023
Redemption20/11/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 3.233CHF 4.04CHF 2.0237.65%

No chart available

Key data
Yield max.7.81%
Yield max. p.a.9.94%
Barrier reachedno
Riskbuffer37.65%
Interest
Coupon (Coupon p.a.)15.0833% (15.00%)
Accrued interest3.29%
Premium component13.9628%
Interest share1.1205%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing11/11/2022
First Trading Day17/11/2022
Payment date18/11/2022
Final fixing13/11/2023
Redemption20/11/2023
Sustainability feature
--
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 4.04
BarrierCHF 2.02 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Credit Suisse
CH0012138530
Spot reference priceCHF 4.04
Ratio247.5893
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program