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11.80% (12.45% p.a.) Barrier Reverse Convertible on Air France-KLM

  • Valor 121106371
  • ISIN CH1211063719
  • Symbol RAFABV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
Air France-KLMEUR 
Please note that this is an indication.

Documents

Key data
Yield max.2.69%
Yield max. p.a.11.27%
Barrier reachedno
Riskbuffer38.82%
Interest
Coupon (Coupon p.a.)11.80% (12.45%)
Accrued interest8.82%
Premium component8.8935%
Interest share2.9065%
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 11.83EUR 13.16EUR 7.23638.82%

No chart available

Key data
Yield max.2.69%
Yield max. p.a.11.27%
Barrier reachedno
Riskbuffer38.82%
Interest
Coupon (Coupon p.a.)11.80% (12.45%)
Accrued interest8.82%
Premium component8.8935%
Interest share2.9065%
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 13.16
BarrierEUR 7.236 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Air France-KLM
FR001400J770
Spot reference priceEUR 13.16
Ratio76.0052
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program