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7.00% p.a. Barrier Reverse Convertible on Mercedes-Benz Group AG

  • Valor 123509947
  • ISIN CH1235099475
  • Symbol RMBBLV
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
  • Product with sustainability features
Mercedes-Benz Group AGEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer42.66%
Interest
Coupon (Coupon p.a.)6.2222% (7.00%)
Accrued interest2.28%
Premium component3.4798%
Interest share2.7424%
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
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
EUR 71.44EUR 68.09EUR 40.8542.66%

No chart available

Key data
Barrier reachedno
Riskbuffer42.66%
Interest
Coupon (Coupon p.a.)6.2222% (7.00%)
Accrued interest2.28%
Premium component3.4798%
Interest share2.7424%
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
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
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 68.09
BarrierEUR 40.85 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Mercedes-Benz Group
DE0007100000
Spot reference priceEUR 68.09
Ratio14.68644
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program