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12.15% p.a. Autocallable Barrier Reverse Convertible on ABB, Schneider Electric, Siemens (Quanto CHF)

  • Valor 123399189
  • ISIN CH1233991897
  • Symbol RMAVDV
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
  • Quanto
  • Autocallable
  • Product with sustainability features
ABB LtdCHF 
Siemens AGEUR 
Schneider Electric SEEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)18.225% (12.15%)
Premium component15.9144%
Interest share2.3106%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 30.38
Next Coupon Payment Day14/11/2023
Interval (in months)3
Life cycle
Initial fixing07/02/2023
First Trading Day13/02/2023
Payment date14/02/2023
Final fixing07/08/2024
Redemption14/08/2024
Barrier reachedno
Autocall
Autocall Level (in %)95.00%
Next observation date07/11/2023
Übernächster Beobachtungstag07/02/2024
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
CHF 33.70CHF 31.09CHF 20.21
EUR 164.00EUR 150.52EUR 97.84
EUR 156.68EUR 140.86EUR 91.56

No chart available

Interest
Coupon (Coupon p.a.)18.225% (12.15%)
Premium component15.9144%
Interest share2.3106%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 30.38
Next Coupon Payment Day14/11/2023
Interval (in months)3
Life cycle
Initial fixing07/02/2023
First Trading Day13/02/2023
Payment date14/02/2023
Final fixing07/08/2024
Redemption14/08/2024
Barrier reachedno
Autocall
Autocall Level (in %)95.00%
Next observation date07/11/2023
Übernächster Beobachtungstag07/02/2024
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

100.00%
Barrier65.00%
Barrier observationcontinuous
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