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9.75% p.a. Barrier Reverse Convertible on Air France-KLM

  • Valor 123510285
  • ISIN CH1235102857
  • Symbol RAFAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
Air France-KLMEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer13.96%
Interest
Coupon (Coupon p.a.)9.7771% (9.75%)
Accrued interest0.57%
Premium component6.3102%
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
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 12.278EUR 17.58EUR 10.54513.96%

No chart available

Key data
Barrier reachedno
Riskbuffer13.96%
Interest
Coupon (Coupon p.a.)9.7771% (9.75%)
Accrued interest0.57%
Premium component6.3102%
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
--
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 17.58
BarrierEUR 10.545 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Air France-KLM
FR001400J770
Spot reference priceEUR 17.58
Ratio56.899
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program