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9.88% p.a. Autocallable Barrier Reverse Convertible on ABN AMRO Bank, BNP Paribas, UBS Group (Quanto CHF)

  • Valor 123397764
  • ISIN CH1233977649
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
  • Quanto
  • Barrier observation at the end
  • Autocallable
  • Product with sustainability features
BNP ParibasEUR 
UBS Group AGCHF 
ABN AMRO Bank N.VEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)9.88% (9.88%)
Premium component8.4324%
Interest share1.4476%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 24.70
Next Coupon Payment Day18/07/2023
Interval (in months)3
Life cycle
Initial fixing11/01/2023
First Trading Day13/01/2023
Payment date18/01/2023
Final fixing11/01/2024
Redemption18/01/2024
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date11/07/2023
Übernächster Beobachtungstag11/10/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
EUR 14.405EUR 12.236EUR 10.077
EUR 56.10EUR 49.81EUR 41.02
CHF 17.915CHF 16.048CHF 13.216

No chart available

Interest
Coupon (Coupon p.a.)9.88% (9.88%)
Premium component8.4324%
Interest share1.4476%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 24.70
Next Coupon Payment Day18/07/2023
Interval (in months)3
Life cycle
Initial fixing11/01/2023
First Trading Day13/01/2023
Payment date18/01/2023
Final fixing11/01/2024
Redemption18/01/2024
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date11/07/2023
Übernächster Beobachtungstag11/10/2023
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
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

85.00%
Barrier70.00%
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