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20.40% p.a. Autocallable Barrier Reverse Convertible on Adyen , Anheuser-Busch InBev, Bayer

  • Valor 124602937
  • ISIN CH1246029370
  • Symbol RMAAJV
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
  • Triparty Collateralised Instrument
  • Autocallable
Bayer AGEUR 
Anheuser-Busch InBev NVEUR 
Adyen N.V.EUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)20.4084% (20.40%)
Premium component17.1876%
Interest share3.2208%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)EUR 51.02
Next Coupon Payment Day14/08/2023
Interval (in months)3
Life cycle
Initial fixing07/02/2023
First Trading Day14/02/2023
Payment date14/02/2023
Final fixing07/02/2024
Redemption14/02/2024
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date07/08/2023
Übernächster Beobachtungstag07/11/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
EUR 1,528.40EUR 1,531.70EUR 995.60
EUR 53.17EUR 54.69EUR 35.55
EUR 54.40EUR 58.36EUR 37.93

No chart available

Interest
Coupon (Coupon p.a.)20.4084% (20.40%)
Premium component17.1876%
Interest share3.2208%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)EUR 51.02
Next Coupon Payment Day14/08/2023
Interval (in months)3
Life cycle
Initial fixing07/02/2023
First Trading Day14/02/2023
Payment date14/02/2023
Final fixing07/02/2024
Redemption14/02/2024
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date07/08/2023
Übernächster Beobachtungstag07/11/2023
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
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%
Barrier65.00%
Barrier observationcontinuous
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program