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21.00% p.a. Barrier Reverse Convertible on Zur Rose Group AG

  • Valor 123509970
  • ISIN CH1235099707
  • Symbol RROAIV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Product with sustainability features
Zur Rose Group AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)18.7833% (21.00%)
Accrued interest3.15%
Premium component17.5295%
Interest share1.2538%
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
CHF 36.44CHF 33.72CHF 16.86

No chart available

Interest
Coupon (Coupon p.a.)18.7833% (21.00%)
Accrued interest3.15%
Premium component17.5295%
Interest share1.2538%
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 valueCHF 1,000.00
Reference currencyCHF
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

CHF 33.72
BarrierCHF 16.86 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Zur Rose Group AG
CH0042615283
Spot reference priceCHF 33.72
Ratio29.65599
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program