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7.51% (5.00% p.a.) Barrier Reverse Convertible on Zurich Insurance Group Ltd

  • Valor 121105823
  • ISIN CH1211058230
  • Symbol RZUACV
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
  • Product with sustainability features
Zurich Insurance Group LtdCHF 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer31.27%
Interest
Coupon (Coupon p.a.)7.5139% (5.00%)
Accrued interest2.32%
Premium component5.6815%
Interest share1.8324%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing02/12/2022
First Trading Day08/12/2022
Payment date09/12/2022
Final fixing03/06/2024
Redemption10/06/2024
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 PriceBarrierBuffer
CHF 425.60CHF 450.00CHF 292.5031.27%

No chart available

Key data
Barrier reachedno
Riskbuffer31.27%
Interest
Coupon (Coupon p.a.)7.5139% (5.00%)
Accrued interest2.32%
Premium component5.6815%
Interest share1.8324%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing02/12/2022
First Trading Day08/12/2022
Payment date09/12/2022
Final fixing03/06/2024
Redemption10/06/2024
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

CHF 450.00
BarrierCHF 292.50 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Zurich Insurance
CH0011075394
Spot reference priceCHF 450.00
Ratio2.22222
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program