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6.50% p.a. Barrier Reverse Convertible on Microsoft Corp.

  • Valor 123399332
  • ISIN CH1233993323
  • Symbol RMSAEV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • Product with sustainability features
Microsoft Corp.USD 
Please note that this is an indication.

Documents

Key data
Yield max.6.22%
Yield max. p.a.8.51%
Barrier reachedno
Riskbuffer47.15%
Interest
Coupon (Coupon p.a.)5.8139% (6.50%)
Accrued interest1.07%
Premium component1.4957%
Interest share4.3182%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/01/2023
First Trading Day30/01/2023
Payment date31/01/2023
Final fixing15/12/2023
Redemption22/12/2023
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 PriceBarrierBuffer
USD 275.23USD 244.58USD 146.7547.15%

No chart available

Key data
Yield max.6.22%
Yield max. p.a.8.51%
Barrier reachedno
Riskbuffer47.15%
Interest
Coupon (Coupon p.a.)5.8139% (6.50%)
Accrued interest1.07%
Premium component1.4957%
Interest share4.3182%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/01/2023
First Trading Day30/01/2023
Payment date31/01/2023
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
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 244.58
BarrierUSD 146.75 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Microsoft
US5949181045
Spot reference priceUSD 244.58
Ratio4.08864
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