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19.05% (18.00% p.a.) Barrier Reverse Convertible on Zur Rose Group AG

  • Valor 121105950
  • ISIN CH1211059501
  • Symbol RROAJV
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyCHF
Price on
Sell
  • Product with sustainability features
Zur Rose Group AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)19.05% (18.00%)
Accrued interest5.65%
Premium component17.8934%
Interest share1.1566%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing24/11/2022
First Trading Day30/11/2022
Payment date01/12/2022
Final fixing15/12/2023
Redemption22/12/2023
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

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 36.44CHF 27.76CHF 13.88

No chart available

Interest
Coupon (Coupon p.a.)19.05% (18.00%)
Accrued interest5.65%
Premium component17.8934%
Interest share1.1566%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing24/11/2022
First Trading Day30/11/2022
Payment date01/12/2022
Final fixing15/12/2023
Redemption22/12/2023
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 27.76
BarrierCHF 13.88 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Zur Rose Group AG
CH0042615283
Spot reference priceCHF 27.76
Ratio36.02305
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program