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7.50% p.a. Barrier Reverse Convertible on Bayer AG

  • Valor 123510295
  • ISIN CH1235102956
  • Symbol RBAADV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
Bayer AGEUR 
Please note that this is an indication.

Documents

Key data
Yield max.10.47%
Yield max. p.a.14.01%
Barrier reachedno
Riskbuffer25.97%
Interest
Coupon (Coupon p.a.)7.5208% (7.50%)
Accrued interest0.00%
Premium component4.0511%
Interest share3.4697%
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 52.14EUR 59.79EUR 38.8625.97%

No chart available

Key data
Yield max.10.47%
Yield max. p.a.14.01%
Barrier reachedno
Riskbuffer25.97%
Interest
Coupon (Coupon p.a.)7.5208% (7.50%)
Accrued interest0.00%
Premium component4.0511%
Interest share3.4697%
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 59.79
BarrierEUR 38.86 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Bayer
DE000BAY0017
Spot reference priceEUR 59.79
Ratio16.7252
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program