derinet® Switzerland
Back

10.55% (10.55% p.a.) Barrier Reverse Convertible on Airbus SE (Quanto USD)

  • Valor 124603801
  • ISIN CH1246038017
Bid (indicative)-
Ask (indicative)-
CurrencyUSD
  • Quanto
  • Barrier observation at the end
Airbus SEEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)10.55% (10.55%)
Accrued interest2.93%
Premium component5.3330%
Interest share5.217%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing14/02/2023
First Trading Day16/02/2023
Payment date22/02/2023
Final fixing14/02/2024
Redemption22/02/2024
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 128.38EUR 115.67EUR 86.75

No chart available

Interest
Coupon (Coupon p.a.)10.55% (10.55%)
Accrued interest2.93%
Premium component5.3330%
Interest share5.217%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing14/02/2023
First Trading Day16/02/2023
Payment date22/02/2023
Final fixing14/02/2024
Redemption22/02/2024
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
QuantoYes
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

EUR 115.67
BarrierEUR 86.75 (75.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Airbus
NL0000235190
Spot reference priceEUR 115.67
Ratio8.64528
ListingNone
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