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7.93% (7.50% p.a.) Barrier Reverse Convertible on Nestlé SA (Quanto USD)

  • Valor 121713617
  • ISIN CH1217136170
  • Symbol RNEAHV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • Quanto
  • Product with sustainability features
Nestlé SACHF 
Please note that this is an indication.

Documents

Key data
Yield max.5.82%
Yield max. p.a.7.93%
Barrier reachedno
Riskbuffer23.02%
Interest
Coupon (Coupon p.a.)7.9375% (7.50%)
Accrued interest2.44%
Premium component2.7098%
Interest share5.2277%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing24/11/2022
First Trading Day30/11/2022
Payment date01/12/2022
Final fixing15/12/2023
Redemption22/12/2023
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 110.26CHF 113.19CHF 84.8923.02%

No chart available

Key data
Yield max.5.82%
Yield max. p.a.7.93%
Barrier reachedno
Riskbuffer23.02%
Interest
Coupon (Coupon p.a.)7.9375% (7.50%)
Accrued interest2.44%
Premium component2.7098%
Interest share5.2277%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing24/11/2022
First Trading Day30/11/2022
Payment date01/12/2022
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
QuantoYes
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 113.19
BarrierCHF 84.89 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Nestlé
CH0038863350
Spot reference priceCHF 113.19
Ratio8.8347
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program