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10.75% p.a. Barrier Reverse Convertible on UniCredit SpA

  • Valor 123510291
  • ISIN CH1235102915
  • Symbol RUCAAV
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
UniCredit SpAEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)10.7799% (10.75%)
Accrued interest2.69%
Premium component7.3031%
Interest share3.4768%
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
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Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR EUR 18.30EUR 10.982

No chart available

Interest
Coupon (Coupon p.a.)10.7799% (10.75%)
Accrued interest2.69%
Premium component7.3031%
Interest share3.4768%
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 18.30
BarrierEUR 10.982 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
UniCredit
IT0005239360
Spot reference priceEUR 18.30
Ratio54.63287
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program