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24.00% p.a. Callable Barrier Reverse Convertible on Idorsia Ltd

  • Valor 123510384
  • ISIN CH1235103848
  • Symbol RIDAFV
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
Barrier hit on 25/07/2023 at 09:04
  • (Issuer) Callable
  • Product with sustainability features
Idorsia LtdCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)24.00% (24.00%)
Premium component22.4400%
Interest share1.56%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing17/03/2023
First Trading Day23/03/2023
Payment date24/03/2023
Final fixing18/03/2024
Redemption25/03/2024
Early Redemption
Next observation day18/12/2023
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
CHF 2.324CHF 11.67CHF 5.84

No chart available

Interest
Coupon (Coupon p.a.)24.00% (24.00%)
Premium component22.4400%
Interest share1.56%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing17/03/2023
First Trading Day23/03/2023
Payment date24/03/2023
Final fixing18/03/2024
Redemption25/03/2024
Early Redemption
Next observation day18/12/2023
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

CHF 11.67
BarrierCHF 5.84 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Idorsia
CH0363463438
Spot reference priceCHF 11.67
Ratio85.6898
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program

Documents