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7.25% p.a. Barrier Reverse Convertible on Swiss Life, Swiss Re, Zurich Insurance

  • Valor 123510407
  • ISIN CH1235104077
  • Symbol RMA3IV
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
  • Product with sustainability features
Swiss Re AGCHF 
Zurich Insurance Group LtdCHF 
Swiss Life Holding AGCHF 
Please note that this is an indication.

Documents

Key data
Riskbuffer39.85%
Interest
Coupon (Coupon p.a.)14.50% (7.25%)
Accrued interest1.45%
Premium component11.6136%
Interest share2.8864%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing17/03/2023
First Trading Day23/03/2023
Payment date24/03/2023
Final fixing17/03/2025
Redemption24/03/2025
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 532.80CHF 534.20CHF 320.50
CHF 92.28CHF 87.96CHF 52.78
CHF 431.70CHF 401.50CHF 240.90

No chart available

Key data
Riskbuffer39.85%
Interest
Coupon (Coupon p.a.)14.50% (7.25%)
Accrued interest1.45%
Premium component11.6136%
Interest share2.8864%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing17/03/2023
First Trading Day23/03/2023
Payment date24/03/2023
Final fixing17/03/2025
Redemption24/03/2025
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%
Barrier60.00%
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