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6.80% (7.17% p.a.) Barrier Reverse Convertible on E.ON SE

  • Valor 121106349
  • ISIN CH1211063495
  • Symbol REOACV
Bid (indicative)%
Ask (indicative)%
CurrencyEUR
Price on
Sell
Buy
E.ON SEEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer40.63%
Interest
Coupon (Coupon p.a.)6.80% (7.17%)
Accrued interest1.37%
Premium component3.8889%
Interest share2.9111%
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
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 10.88EUR 9.91EUR 6.43940.63%

No chart available

Key data
Barrier reachedno
Riskbuffer40.63%
Interest
Coupon (Coupon p.a.)6.80% (7.17%)
Accrued interest1.37%
Premium component3.8889%
Interest share2.9111%
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 9.91
BarrierEUR 6.439 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
E.ON
DE000ENAG999
Spot reference priceEUR 9.91
Ratio100.94892
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program