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8.90% (9.39% p.a.) Barrier Reverse Convertible on BASF SE

  • Valor 121106336
  • ISIN CH1211063362
  • Symbol RBAA3V
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
BASF SEEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)8.90% (9.39%)
Accrued interest3.60%
Premium component5.9962%
Interest share2.9038%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing04/01/2023
First Trading Day10/01/2023
Payment date11/01/2023
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
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Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 46.705EUR 50.54EUR 32.851

No chart available

Interest
Coupon (Coupon p.a.)8.90% (9.39%)
Accrued interest3.60%
Premium component5.9962%
Interest share2.9038%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing04/01/2023
First Trading Day10/01/2023
Payment date11/01/2023
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 50.54
BarrierEUR 32.851 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
BASF
DE000BASF111
Spot reference priceEUR 50.54
Ratio19.78631
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program