derinet® Switzerland
Back

5.35% (6.11% p.a.) Barrier Reverse Convertible on AbbVie Inc

  • Valor 124602535
  • ISIN CH1246025352
  • Symbol RABAGV
Bid (indicative)-
Ask (indicative)-
CurrencyUSD
  • Product with sustainability features
AbbVie IncUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)5.35% (6.11%)
Accrued interest1.95%
Premium component1.0840%
Interest share4.266%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing02/02/2023
First Trading Day06/02/2023
Payment date07/02/2023
Final fixing15/12/2023
Redemption22/12/2023
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
USD 136.87USD 144.57USD 79.51

No chart available

Interest
Coupon (Coupon p.a.)5.35% (6.11%)
Accrued interest1.95%
Premium component1.0840%
Interest share4.266%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing02/02/2023
First Trading Day06/02/2023
Payment date07/02/2023
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
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

USD 144.57
BarrierUSD 79.51 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
AbbVie Inc
US00287Y1091
Spot reference priceUSD 144.57
Ratio6.91706
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program