derinet® Switzerland
Back

16.00% (8.00% p.a.) Barrier Reverse Convertible on Nestlé, Novartis, Roche, Zurich Insurance

  • Valor 121105815
  • ISIN CH1211058156
  • Symbol RMAIIV
Bid (indicative)%
Ask (indicative)%
CurrencyCHF
Price on
Sell
Buy
  • Product with sustainability features
Novartis AGCHF 
Roche Holding AGCHF 
Nestlé SACHF 
Zurich Insurance Group LtdCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)16.00% (8.00%)
Accrued interest2.33%
Premium component13.5671%
Interest share2.4329%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing02/12/2022
First Trading Day08/12/2022
Payment date09/12/2022
Final fixing02/12/2024
Redemption09/12/2024
Barrier reachedno
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 PriceBarrier
CHF 109.64CHF 113.00CHF 73.45
CHF 76.36CHF 84.14CHF 54.69
CHF 258.40CHF 308.25CHF 200.36
CHF 420.60CHF 450.00CHF 292.50

No chart available

Interest
Coupon (Coupon p.a.)16.00% (8.00%)
Accrued interest2.33%
Premium component13.5671%
Interest share2.4329%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing02/12/2022
First Trading Day08/12/2022
Payment date09/12/2022
Final fixing02/12/2024
Redemption09/12/2024
Barrier reachedno
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

100.00%
Barrier65.00%
Barrier observationcontinuous
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program