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7.00% p.a. Barrier Reverse Convertible on Repsol YPF SA

  • Valor 123509957
  • ISIN CH1235099574
  • Symbol RREAAV
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
Repsol YPF SAEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.2222% (7.00%)
Accrued interest2.28%
Premium component3.4791%
Interest share2.7431%
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
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Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 13.165EUR 15.11EUR 9.822

No chart available

Interest
Coupon (Coupon p.a.)6.2222% (7.00%)
Accrued interest2.28%
Premium component3.4791%
Interest share2.7431%
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 15.11
BarrierEUR 9.822 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Repsol
ES0173516115
Spot reference priceEUR 15.11
Ratio66.18134
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program