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19.85% (19.75% p.a.) Barrier Reverse Convertible on Moderna Inc.

  • Valor 123395894
  • ISIN CH1233958946
  • Symbol RMRACV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
Moderna Inc.USD 
Please note that this is an indication.

Documents

Key data
Yield max.21.57%
Yield max. p.a.29.64%
Barrier reachedno
Riskbuffer31.65%
Interest
Coupon (Coupon p.a.)19.8597% (19.75%)
Accrued interest5.49%
Premium component14.9957%
Interest share4.864%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing13/12/2022
First Trading Day19/12/2022
Payment date20/12/2022
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 147.44USD 202.16USD 101.0831.65%

No chart available

Key data
Yield max.21.57%
Yield max. p.a.29.64%
Barrier reachedno
Riskbuffer31.65%
Interest
Coupon (Coupon p.a.)19.8597% (19.75%)
Accrued interest5.49%
Premium component14.9957%
Interest share4.864%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing13/12/2022
First Trading Day19/12/2022
Payment date20/12/2022
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
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

USD 202.16
BarrierUSD 101.08 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Moderna
US60770K1079
Spot reference priceUSD 202.16
Ratio4.94658
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