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8.35% (9.00% p.a.) Barrier Reverse Convertible on JPMorgan Chase & Co.

  • Valor 123397686
  • ISIN CH1233976864
  • Symbol RJPAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
JPMorgan Chase & Co.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)8.35% (9.00%)
Accrued interest1.65%
Premium component3.7709%
Interest share4.5791%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing10/01/2023
First Trading Day17/01/2023
Payment date18/01/2023
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
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Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 124.91USD 138.15USD 82.89

No chart available

Interest
Coupon (Coupon p.a.)8.35% (9.00%)
Accrued interest1.65%
Premium component3.7709%
Interest share4.5791%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing10/01/2023
First Trading Day17/01/2023
Payment date18/01/2023
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 138.15
BarrierUSD 82.89 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
JPMorgan Chase
US46625H1005
Spot reference priceUSD 138.15
Ratio7.23851
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