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9.25% p.a. Barrier Reverse Convertible on Air France-KLM

  • Valor 123509968
  • ISIN CH1235099681
  • Symbol RAFACV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
Air France-KLMEUR 
Please note that this is an indication.

Documents

Key data
Yield max.9.95%
Yield max. p.a.17.82%
Barrier reachedno
Riskbuffer46.57%
Interest
Coupon (Coupon p.a.)8.2736% (9.25%)
Accrued interest3.11%
Premium component5.5160%
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
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Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 1.662EUR 1.63EUR 0.895146.57%

No chart available

Key data
Yield max.9.95%
Yield max. p.a.17.82%
Barrier reachedno
Riskbuffer46.57%
Interest
Coupon (Coupon p.a.)8.2736% (9.25%)
Accrued interest3.11%
Premium component5.5160%
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
--
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 1.63
BarrierEUR 0.8951 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Air France-KLM
FR0000031122
Spot reference priceEUR 1.63
Ratio614.43932
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program