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6.35% (7.25% p.a.) Barrier Reverse Convertible on Microsoft Corp.

  • Valor 124602565
  • ISIN CH1246025659
  • Symbol RMSAKV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • Product with sustainability features
Microsoft Corp.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.35% (7.25%)
Accrued interest0.95%
Premium component2.0895%
Interest share4.2605%
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

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 280.57USD 260.45USD 169.29

No chart available

Interest
Coupon (Coupon p.a.)6.35% (7.25%)
Accrued interest0.95%
Premium component2.0895%
Interest share4.2605%
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 260.45
BarrierUSD 169.29 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Microsoft
US5949181045
Spot reference priceUSD 260.45
Ratio3.83951
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