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7.10% (8.11% p.a.) Barrier Reverse Convertible on American Express Company

  • Valor 124602546
  • ISIN CH1246025469
  • Symbol RAXAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
American Express CompanyUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)7.10% (8.11%)
Accrued interest1.19%
Premium component2.8372%
Interest share4.2628%
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
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Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 164.95USD 173.86USD 104.32

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Interest
Coupon (Coupon p.a.)7.10% (8.11%)
Accrued interest1.19%
Premium component2.8372%
Interest share4.2628%
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
--
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 173.86
BarrierUSD 104.32 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
American Express
US0258161092
Spot reference priceUSD 173.86
Ratio5.75175
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