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4.75% p.a. Barrier Reverse Convertible on Swiss Re AG

  • Valor 123509913
  • ISIN CH1235099137
  • Symbol RSRAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Product with sustainability features
Swiss Re AGCHF 
Please note that this is an indication.

Documents

Key data
Yield max.4.51%
Yield max. p.a.8.08%
Barrier reachedno
Riskbuffer32.72%
Interest
Coupon (Coupon p.a.)4.2882% (4.75%)
Accrued interest1.64%
Premium component3.0107%
Interest share1.2775%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing24/01/2023
First Trading Day26/01/2023
Payment date27/01/2023
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
CHF 91.22CHF 95.39CHF 62.0032.72%

No chart available

Key data
Yield max.4.51%
Yield max. p.a.8.08%
Barrier reachedno
Riskbuffer32.72%
Interest
Coupon (Coupon p.a.)4.2882% (4.75%)
Accrued interest1.64%
Premium component3.0107%
Interest share1.2775%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing24/01/2023
First Trading Day26/01/2023
Payment date27/01/2023
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 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

CHF 95.39
BarrierCHF 62.00 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Swiss Re
CH0126881561
Spot reference priceCHF 95.39
Ratio10.48328
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program