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6.00% p.a. Barrier Reverse Convertible on ABB, Richemont, Swiss Re

  • Valor 123395197
  • ISIN CH1233951974
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
  • Barrier observation at the end
  • Autocallable
  • Product with sustainability features
Swiss Re AGCHF 
ABB LtdCHF 
Compagnie Financière Richemont SACHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.00% (6.00%)
Premium component4.8648%
Interest share1.1352%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 5.00
Next Coupon Payment Day12/09/2023
Interval (in months)1
Life cycle
Initial fixing05/12/2022
First Trading Day07/12/2022
Payment date12/12/2022
Final fixing05/12/2023
Redemption12/12/2023
Barrier reachedno
Autocall
Autocall Level (in %)90.00%
Next observation date05/09/2023
Übernächster Beobachtungstag05/10/2023
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 PriceBarrier
CHF 34.50CHF 23.60CHF 15.78
CHF 141.90CHF 97.48CHF 65.19
CHF 88.14CHF 68.37CHF 45.72

No chart available

Interest
Coupon (Coupon p.a.)6.00% (6.00%)
Premium component4.8648%
Interest share1.1352%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 5.00
Next Coupon Payment Day12/09/2023
Interval (in months)1
Life cycle
Initial fixing05/12/2022
First Trading Day07/12/2022
Payment date12/12/2022
Final fixing05/12/2023
Redemption12/12/2023
Barrier reachedno
Autocall
Autocall Level (in %)90.00%
Next observation date05/09/2023
Übernächster Beobachtungstag05/10/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
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

80.00%
Barrier53.50%
Barrier observationat the end
ListingNone
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