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9.44% p.a. Autocallable Barrier Reverse Convertible on Airbus SE

  • Valor 124604726
  • ISIN CH1246047265
  • Symbol RAIAAV
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
  • Triparty Collateralised Instrument
  • Autocallable
Airbus SEEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)9.4472% (9.44%)
Premium component5.9960%
Interest share3.4512%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)EUR 23.62
Next Coupon Payment Day29/08/2023
Interval (in months)3
Life cycle
Initial fixing22/02/2023
First Trading Day01/03/2023
Payment date01/03/2023
Final fixing22/02/2024
Redemption29/02/2024
Autocall
Autocall LevelEUR 122.25
Autocall Level (in %)100.00%
Next observation date22/08/2023
Übernächster Beobachtungstag22/11/2023
Sustainability feature
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Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 128.38EUR 122.25EUR 83.13

No chart available

Interest
Coupon (Coupon p.a.)9.4472% (9.44%)
Premium component5.9960%
Interest share3.4512%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)EUR 23.62
Next Coupon Payment Day29/08/2023
Interval (in months)3
Life cycle
Initial fixing22/02/2023
First Trading Day01/03/2023
Payment date01/03/2023
Final fixing22/02/2024
Redemption29/02/2024
Autocall
Autocall LevelEUR 122.25
Autocall Level (in %)100.00%
Next observation date22/08/2023
Übernächster Beobachtungstag22/11/2023
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

EUR 122.25
BarrierEUR 83.13 (68.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Airbus
NL0000235190
Spot reference priceEUR 122.25
Ratio8.17996
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