derinet® Switzerland
Back

10.00% p.a. Barrier Reverse Convertible on Commerzbank AG

  • Valor 123510328
  • ISIN CH1235103285
  • Symbol RCBAEV
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
  • Product with sustainability features
Commerzbank AGEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)12.50% (10.00%)
Accrued interest1.92%
Premium component8.0025%
Interest share4.4975%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing10/03/2023
First Trading Day16/03/2023
Payment date17/03/2023
Final fixing10/06/2024
Redemption17/06/2024
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

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 9.726EUR 11.41EUR 6.276

No chart available

Interest
Coupon (Coupon p.a.)12.50% (10.00%)
Accrued interest1.92%
Premium component8.0025%
Interest share4.4975%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing10/03/2023
First Trading Day16/03/2023
Payment date17/03/2023
Final fixing10/06/2024
Redemption17/06/2024
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 11.41
BarrierEUR 6.276 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Commerzbank
DE000CBK1001
Spot reference priceEUR 11.41
Ratio87.64242
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program