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4.25% p.a. Barrier Reverse Convertible on ABB Ltd

  • Valor 123510254
  • ISIN CH1235102543
  • Symbol RABAJV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Product with sustainability features
ABB LtdCHF 
Please note that this is an indication.

Documents

Key data
Yield max.3.47%
Yield max. p.a.4.41%
Barrier reachedno
Riskbuffer40.71%
Interest
Coupon (Coupon p.a.)4.4979% (4.25%)
Accrued interest1.16%
Premium component2.7082%
Interest share1.7897%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/02/2023
First Trading Day28/02/2023
Payment date01/03/2023
Final fixing15/03/2024
Redemption22/03/2024
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 34.24CHF 31.27CHF 20.3340.71%

No chart available

Key data
Yield max.3.47%
Yield max. p.a.4.41%
Barrier reachedno
Riskbuffer40.71%
Interest
Coupon (Coupon p.a.)4.4979% (4.25%)
Accrued interest1.16%
Premium component2.7082%
Interest share1.7897%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/02/2023
First Trading Day28/02/2023
Payment date01/03/2023
Final fixing15/03/2024
Redemption22/03/2024
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 31.27
BarrierCHF 20.33 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ABB
CH0012221716
Spot reference priceCHF 31.27
Ratio31.97953
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program