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7.00% p.a. Barrier Reverse Convertible on Dufry AG

  • Valor 123510258
  • ISIN CH1235102584
  • Symbol RDUADV
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
Dufry AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)5.7361% (7.00%)
Accrued interest1.81%
Premium component4.4158%
Interest share1.3203%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/02/2023
First Trading Day24/02/2023
Payment date27/02/2023
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
CHF 41.17CHF 40.03CHF 24.02

No chart available

Interest
Coupon (Coupon p.a.)5.7361% (7.00%)
Accrued interest1.81%
Premium component4.4158%
Interest share1.3203%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/02/2023
First Trading Day24/02/2023
Payment date27/02/2023
Final fixing15/12/2023
Redemption22/12/2023
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 40.03
BarrierCHF 24.02 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Dufry
CH0023405456
Spot reference priceCHF 40.03
Ratio24.98126
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program