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10.00% p.a. Callable Barrier Reverse Convertible on Credit Suisse Group AG

  • Valor 123510007
  • ISIN CH1235100075
  • Symbol RCSAAV
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyCHF
Price on
Sell
Barrier hit on 20/03/2023 at 09:07
  • (Issuer) Callable
Credit Suisse Group AGCHF 
Please note that this is an indication.

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Interest
Coupon (Coupon p.a.)10.00% (10.00%)
Premium component8.4012%
Interest share1.5988%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing10/02/2023
First Trading Day16/02/2023
Payment date17/02/2023
Final fixing12/02/2024
Redemption19/02/2024
Early Redemption
Next observation day14/08/2023
Observation day after next13/11/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 0.8232CHF 2.87CHF 1.433

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Interest
Coupon (Coupon p.a.)10.00% (10.00%)
Premium component8.4012%
Interest share1.5988%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing10/02/2023
First Trading Day16/02/2023
Payment date17/02/2023
Final fixing12/02/2024
Redemption19/02/2024
Early Redemption
Next observation day14/08/2023
Observation day after next13/11/2023
Sustainability feature
--
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 2.87
BarrierCHF 1.433 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Credit Suisse
CH0012138530
Spot reference priceCHF 2.87
Ratio348.91835
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program

Documents