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8.50% p.a. Barrier Reverse Convertible on Nestlé, Novartis, Roche, Swiss Re, Zurich Insurance

  • Valor 123509868
  • ISIN CH1235098683
  • Symbol RMASPV
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
  • Product with sustainability features
Novartis AGCHF 
Roche Holding AGCHF 
Nestlé SACHF 
Swiss Re AGCHF 
Zurich Insurance Group LtdCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)12.7972% (8.50%)
Accrued interest0.33%
Premium component10.6165%
Interest share2.1807%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing03/02/2023
First Trading Day09/02/2023
Payment date10/02/2023
Final fixing05/08/2024
Redemption12/08/2024
Barrier reachedno
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 112.06CHF 111.78CHF 67.07
CHF 88.91CHF 79.54CHF 47.72
CHF 290.70CHF 282.35CHF 169.41
CHF 91.34CHF 94.36CHF 56.62
CHF 425.60CHF 440.70CHF 264.40

No chart available

Interest
Coupon (Coupon p.a.)12.7972% (8.50%)
Accrued interest0.33%
Premium component10.6165%
Interest share2.1807%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing03/02/2023
First Trading Day09/02/2023
Payment date10/02/2023
Final fixing05/08/2024
Redemption12/08/2024
Barrier reachedno
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
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

100.00%
Barrier60.00%
Barrier observationcontinuous
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program