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7.50% p.a. Barrier Reverse Convertible on Compagnie de St-Gobain

  • Valor 123510310
  • ISIN CH1235103103
  • Symbol RSGABV
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
  • Product with sustainability features
Compagnie de St-GobainEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)7.5625% (7.50%)
Accrued interest1.83%
Premium component4.0671%
Interest share3.4954%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing24/02/2023
First Trading Day28/02/2023
Payment date01/03/2023
Final fixing26/02/2024
Redemption04/03/2024
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

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 53.63EUR 56.41EUR 33.85

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Interest
Coupon (Coupon p.a.)7.5625% (7.50%)
Accrued interest1.83%
Premium component4.0671%
Interest share3.4954%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing24/02/2023
First Trading Day28/02/2023
Payment date01/03/2023
Final fixing26/02/2024
Redemption04/03/2024
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 56.41
BarrierEUR 33.85 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
St-Gobain
FR0000125007
Spot reference priceEUR 56.41
Ratio17.72735
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program