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14.15% p.a. Autocallable Barrier Reverse Convertible on Alcon, Lonza, Novartis

  • Valor 124603645
  • ISIN CH1246036458
  • Symbol RMADDV
Product expired on 12/05/2023
I18N_DerivativeInfo: AlternativeDerivativesEarlyRedemption
  • Barrier observation at the end
  • Autocallable
  • Product with sustainability features
Novartis AGCHF 
Lonza Group AGCHF 
Alcon Inc.CHF 
Please note that this is an indication.

Documents

Key data
Redemption100.00%
Repayment Date22/05/2023
Interest
Coupon (Coupon p.a.)14.15% (14.15%)
Premium component12.5312%
Interest share1.6188%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 176.88
Next Coupon Payment Day21/08/2023
Interval (in months)3
Life cycle
Initial fixing13/02/2023
First Trading Day17/02/2023
Payment date20/02/2023
Final fixing13/02/2024
Redemption20/02/2024
Barrier reachedno
Autocall
Autocall Level (in %)92.00%
Next observation date14/08/2023
Übernächster Beobachtungstag13/11/2023
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 71.68CHF 68.70CHF 54.96
CHF 572.00CHF 542.60CHF 434.10
CHF 88.91CHF 80.22CHF 64.18

No chart available

Key data
Redemption100.00%
Repayment Date22/05/2023
Interest
Coupon (Coupon p.a.)14.15% (14.15%)
Premium component12.5312%
Interest share1.6188%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 176.88
Next Coupon Payment Day21/08/2023
Interval (in months)3
Life cycle
Initial fixing13/02/2023
First Trading Day17/02/2023
Payment date20/02/2023
Final fixing13/02/2024
Redemption20/02/2024
Barrier reachedno
Autocall
Autocall Level (in %)92.00%
Next observation date14/08/2023
Übernächster Beobachtungstag13/11/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 5,000.00
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