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5.32% (5.25% p.a.) Barrier Reverse Convertible on L´Oréal International

  • Valor 125534196
  • ISIN CH1255341963
  • Symbol RORAFV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
  • Product with sustainability features
L´Oréal InternationalEUR 
Please note that this is an indication.

Documents

Key data
Yield max.5.24%
Yield max. p.a.6.33%
Barrier reachedno
Riskbuffer46.33%
Interest
Coupon (Coupon p.a.)5.3229% (5.25%)
Accrued interest0.93%
Premium component1.8427%
Interest share3.4802%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/03/2023
First Trading Day24/03/2023
Payment date27/03/2023
Final fixing22/03/2024
Redemption02/04/2024
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 PriceBarrierBuffer
EUR 399.00EUR 392.97EUR 216.1346.33%

No chart available

Key data
Yield max.5.24%
Yield max. p.a.6.33%
Barrier reachedno
Riskbuffer46.33%
Interest
Coupon (Coupon p.a.)5.3229% (5.25%)
Accrued interest0.93%
Premium component1.8427%
Interest share3.4802%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/03/2023
First Trading Day24/03/2023
Payment date27/03/2023
Final fixing22/03/2024
Redemption02/04/2024
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
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 392.97
BarrierEUR 216.13 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
L´Oréal
FR0000120321
Spot reference priceEUR 392.97
Ratio2.54472
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program