derinet® Switzerland
Back

10.25% p.a. Barrier Reverse Convertible on Continental AG

  • Valor 123509967
  • ISIN CH1235099673
  • Symbol RCOAAV
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
  • Product with sustainability features
Continental AGEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer42.42%
Interest
Coupon (Coupon p.a.)9.1681% (10.25%)
Accrued interest3.59%
Premium component6.4105%
Interest share2.7576%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/01/2023
First Trading Day30/01/2023
Payment date31/01/2023
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
EUR 67.12EUR 63.90EUR 38.3442.42%

No chart available

Key data
Barrier reachedno
Riskbuffer42.42%
Interest
Coupon (Coupon p.a.)9.1681% (10.25%)
Accrued interest3.59%
Premium component6.4105%
Interest share2.7576%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/01/2023
First Trading Day30/01/2023
Payment date31/01/2023
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 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 63.90
BarrierEUR 38.34 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Continental
DE0005439004
Spot reference priceEUR 63.90
Ratio15.64945
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program