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6.01% (6.00% p.a.) Barrier Reverse Convertible on Nestlé, Roche, Swiss Life, Swisscom

  • Valor 123510224
  • ISIN CH1235102246
  • Symbol RMAJ6V
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
  • Product with sustainability features
Roche Holding AGCHF 
Nestlé SACHF 
Swisscom AGCHF 
Swiss Life Holding AGCHF 
Please note that this is an indication.

Documents

Key data
Riskbuffer33.80%
Interest
Coupon (Coupon p.a.)6.0167% (6.00%)
Accrued interest1.27%
Premium component4.1392%
Interest share1.8775%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing03/03/2023
First Trading Day09/03/2023
Payment date10/03/2023
Final fixing04/03/2024
Redemption11/03/2024
Barrier reachedno
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 PriceBarrier
CHF 112.06CHF 107.56CHF 64.54
CHF 290.70CHF 273.85CHF 164.31
CHF 532.20CHF 587.20CHF 352.30
CHF 573.40CHF 585.00CHF 351.00

No chart available

Key data
Riskbuffer33.80%
Interest
Coupon (Coupon p.a.)6.0167% (6.00%)
Accrued interest1.27%
Premium component4.1392%
Interest share1.8775%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing03/03/2023
First Trading Day09/03/2023
Payment date10/03/2023
Final fixing04/03/2024
Redemption11/03/2024
Barrier reachedno
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

100.00%
Barrier60.00%
Barrier observationcontinuous
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program