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12.50% p.a. Autocallable Barrier Reverse Convertible on Swiss Life, Swiss Re, Zurich Insurance

  • Valor 124602755
  • ISIN CH1246027556
  • Symbol RMABTV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Barrier observation at the end
  • Autocallable
  • Product with sustainability features
Swiss Re AGCHF 
Zurich Insurance Group LtdCHF 
Swiss Life Holding AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)15.625% (12.50%)
Premium component13.7290%
Interest share1.896%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 31.25
Next Coupon Payment Day15/05/2023
Interval (in months)3
Life cycle
Initial fixing06/02/2023
First Trading Day10/02/2023
Payment date13/02/2023
Final fixing06/05/2024
Redemption14/05/2024
Barrier reachedno
Autocall
Autocall Level (in %)95.00%
Next observation date08/05/2023
Übernächster Beobachtungstag07/08/2023
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 PriceBarrier
CHF 530.00CHF 542.40CHF 433.90
CHF 90.68CHF 93.54CHF 74.83
CHF 420.60CHF 439.50CHF 351.60

No chart available

Interest
Coupon (Coupon p.a.)15.625% (12.50%)
Premium component13.7290%
Interest share1.896%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 31.25
Next Coupon Payment Day15/05/2023
Interval (in months)3
Life cycle
Initial fixing06/02/2023
First Trading Day10/02/2023
Payment date13/02/2023
Final fixing06/05/2024
Redemption14/05/2024
Barrier reachedno
Autocall
Autocall Level (in %)95.00%
Next observation date08/05/2023
Übernächster Beobachtungstag07/08/2023
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%
Barrier80.00%
Barrier observationat the end
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