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10.25% (10.82% p.a.) Barrier Reverse Convertible on Covestro AG

  • Valor 121106342
  • ISIN CH1211063420
  • Symbol R1CAAV
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
Covestro AGEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)10.25% (10.82%)
Accrued interest4.24%
Premium component7.3462%
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

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 38.67EUR 41.15EUR 24.69

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Interest
Coupon (Coupon p.a.)10.25% (10.82%)
Accrued interest4.24%
Premium component7.3462%
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 41.15
BarrierEUR 24.69 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Covestro AG
DE0006062144
Spot reference priceEUR 41.15
Ratio24.30134
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program