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10.25% p.a. Barrier Reverse Convertible on Rheinmetall AG

  • Valor 123510318
  • ISIN CH1235103186
  • Symbol RRHABV
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
Rheinmetall AGEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)10.3354% (10.25%)
Accrued interest2.42%
Premium component6.8142%
Interest share3.5212%
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
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Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 247.50EUR 247.80EUR 148.70

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Interest
Coupon (Coupon p.a.)10.3354% (10.25%)
Accrued interest2.42%
Premium component6.8142%
Interest share3.5212%
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
--
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 247.80
BarrierEUR 148.70 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Rheinmetall
DE0007030009
Spot reference priceEUR 247.80
Ratio4.03551
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program