derinet® Switzerland
Back

6.88% p.a. Barrier Reverse Convertible on EURO STOXX 50® Index, S&P 500® Index, SMI® (Quanto EUR)

  • Valor 123395152
  • ISIN CH1233951529
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
  • Quanto
  • Autocallable
S&P 500® Index USD 
EURO STOXX 50® IndexEUR 
SMI® (Swiss Market Index)CHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.8868% (6.88%)
Premium component4.3344%
Interest share2.5524%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)EUR 17.22
Next Coupon Payment Day12/06/2023
Interval (in months)3
Life cycle
Initial fixing02/12/2022
First Trading Day06/12/2022
Payment date09/12/2022
Final fixing04/12/2023
Redemption11/12/2023
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date05/06/2023
Übernächster Beobachtungstag01/09/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
EUR 4,257.98EUR 3,993.33EUR 2,795.33
USD 4,136.48USD 4,074.68USD 2,852.28
CHF 11,349.39CHF 11,217.37CHF 7,852.16

No chart available

Interest
Coupon (Coupon p.a.)6.8868% (6.88%)
Premium component4.3344%
Interest share2.5524%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)EUR 17.22
Next Coupon Payment Day12/06/2023
Interval (in months)3
Life cycle
Initial fixing02/12/2022
First Trading Day06/12/2022
Payment date09/12/2022
Final fixing04/12/2023
Redemption11/12/2023
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date05/06/2023
Übernächster Beobachtungstag01/09/2023
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
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

100.00%
Barrier70.00%
Barrier observationcontinuous
ListingNone
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program