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12.20% (13.94% p.a.) Barrier Reverse Convertible on NVIDIA Corp.

  • Valor 124602568
  • ISIN CH1246025683
  • Symbol RNVABV
Bid (indicative)-
Ask (indicative)-
CurrencyUSD
  • Product with sustainability features
NVIDIA Corp.USD 
Please note that this is an indication.

Documents

Key data
Yield max.1.67%
Yield max. p.a.6.67%
Barrier reachedno
Riskbuffer72.03%
Interest
Coupon (Coupon p.a.)12.20% (13.94%)
Accrued interest8.71%
Premium component7.9395%
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

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 410.17USD 212.77USD 117.0272.03%

No chart available

Key data
Yield max.1.67%
Yield max. p.a.6.67%
Barrier reachedno
Riskbuffer72.03%
Interest
Coupon (Coupon p.a.)12.20% (13.94%)
Accrued interest8.71%
Premium component7.9395%
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 212.77
BarrierUSD 117.02 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
NVIDIA
US67066G1040
Spot reference priceUSD 212.77
Ratio4.69991
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