derinet® Switzerland
Back

6.90% p.a. Barrier Reverse Convertible on EURO STOXX 50® Index, Nikkei 225 Index, S&P 500® Index (Quanto CHF)

  • Valor 123395598
  • ISIN CH1233955983
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
  • Quanto
  • Autocallable
Nikkei 225 IndexJPY 
S&P 500® Index USD 
EURO STOXX 50® IndexEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.90% (6.90%)
Premium component5.7468%
Interest share1.1532%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 17.25
Next Coupon Payment Day22/06/2023
Interval (in months)3
Life cycle
Initial fixing09/12/2022
First Trading Day12/12/2022
Payment date22/12/2022
Final fixing08/12/2023
Redemption22/12/2023
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date08/06/2023
Übernächster Beobachtungstag08/09/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
EUR 4,173.98EUR 3,921.27EUR 2,352.76
JPY 27,382.56JPY 27,901.01JPY 16,740.61
USD 4,060.43USD 3,963.51USD 2,378.11

No chart available

Interest
Coupon (Coupon p.a.)6.90% (6.90%)
Premium component5.7468%
Interest share1.1532%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 17.25
Next Coupon Payment Day22/06/2023
Interval (in months)3
Life cycle
Initial fixing09/12/2022
First Trading Day12/12/2022
Payment date22/12/2022
Final fixing08/12/2023
Redemption22/12/2023
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date08/06/2023
Übernächster Beobachtungstag08/09/2023
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
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%
Barrier60.00%
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