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8.75% p.a. Barrier Reverse Convertible on Mercedes-Benz Group AG

  • Valor 123510280
  • ISIN CH1235102808
  • Symbol RMBAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
  • Product with sustainability features
Mercedes-Benz Group AGEUR 
Please note that this is an indication.

Documents

Key data
Yield max.8.47%
Yield max. p.a.11.51%
Barrier reachedno
Riskbuffer33.20%
Interest
Coupon (Coupon p.a.)8.7743% (8.75%)
Accrued interest0.10%
Premium component5.3074%
Interest share3.4669%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing23/02/2023
First Trading Day27/02/2023
Payment date28/02/2023
Final fixing23/02/2024
Redemption01/03/2024
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
EUR 72.24EUR 74.13EUR 48.1833.20%

No chart available

Key data
Yield max.8.47%
Yield max. p.a.11.51%
Barrier reachedno
Riskbuffer33.20%
Interest
Coupon (Coupon p.a.)8.7743% (8.75%)
Accrued interest0.10%
Premium component5.3074%
Interest share3.4669%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing23/02/2023
First Trading Day27/02/2023
Payment date28/02/2023
Final fixing23/02/2024
Redemption01/03/2024
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 74.13
BarrierEUR 48.18 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Mercedes-Benz Group
DE0007100000
Spot reference priceEUR 74.13
Ratio13.48982
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program