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6.92% (9.00% p.a.) Barrier Reverse Convertible on VAT Group AG

  • Valor 121106096
  • ISIN CH1211060962
  • Symbol RVAABV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Product with sustainability features
VAT Group AGCHF 
Please note that this is an indication.

Documents

Key data
Yield max.3.33%
Yield max. p.a.5.32%
Barrier reachedno
Riskbuffer50.80%
Interest
Coupon (Coupon p.a.)6.925% (9.00%)
Accrued interest1.30%
Premium component6.1035%
Interest share0.8215%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing08/12/2022
First Trading Day14/12/2022
Payment date15/12/2022
Final fixing15/09/2023
Redemption22/09/2023
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 299.40CHF 268.20CHF 147.5050.80%

No chart available

Key data
Yield max.3.33%
Yield max. p.a.5.32%
Barrier reachedno
Riskbuffer50.80%
Interest
Coupon (Coupon p.a.)6.925% (9.00%)
Accrued interest1.30%
Premium component6.1035%
Interest share0.8215%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing08/12/2022
First Trading Day14/12/2022
Payment date15/12/2022
Final fixing15/09/2023
Redemption22/09/2023
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 268.20
BarrierCHF 147.50 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
VAT
CH0311864901
Spot reference priceCHF 268.20
Ratio3.72856
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program