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7.50% p.a. Barrier Reverse Convertible on BASF SE

  • Valor 123509939
  • ISIN CH1235099392
  • Symbol RBAA5V
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
BASF SEEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer27.62%
Interest
Coupon (Coupon p.a.)6.6667% (7.50%)
Accrued interest2.44%
Premium component3.9203%
Interest share2.7464%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/01/2023
First Trading Day01/02/2023
Payment date02/02/2023
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 46.91EUR 52.14EUR 33.8927.62%

No chart available

Key data
Barrier reachedno
Riskbuffer27.62%
Interest
Coupon (Coupon p.a.)6.6667% (7.50%)
Accrued interest2.44%
Premium component3.9203%
Interest share2.7464%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/01/2023
First Trading Day01/02/2023
Payment date02/02/2023
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 52.14
BarrierEUR 33.89 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
BASF
DE000BASF111
Spot reference priceEUR 52.14
Ratio19.17913
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program