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21.75% p.a. Barrier Reverse Convertible on Idorsia, Lonza, Roche

  • Valor 123510331
  • ISIN CH1235103319
  • Symbol RMAZCV
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
  • Product with sustainability features
Roche Holding AGCHF 
Lonza Group AGCHF 
Idorsia LtdCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)21.8104% (21.75%)
Accrued interest4.53%
Premium component19.7748%
Interest share2.0356%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing10/03/2023
First Trading Day16/03/2023
Payment date17/03/2023
Final fixing11/03/2024
Redemption18/03/2024
Barrier reachedno
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 PriceBarrier
CHF 8.28CHF 11.95CHF 6.57
CHF 586.80CHF 534.00CHF 293.70
CHF 292.80CHF 263.65CHF 145.01

No chart available

Interest
Coupon (Coupon p.a.)21.8104% (21.75%)
Accrued interest4.53%
Premium component19.7748%
Interest share2.0356%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing10/03/2023
First Trading Day16/03/2023
Payment date17/03/2023
Final fixing11/03/2024
Redemption18/03/2024
Barrier reachedno
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
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

100.00%
Barrier55.00%
Barrier observationcontinuous
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program