derinet® Switzerland
Back

5.00% p.a. Callable Barrier Reverse Convertible on Nestlé, Novartis, Roche, Swisscom

  • Valor 125534318
  • ISIN CH1255343183
  • Symbol RMAYAV
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
  • Triparty Collateralised Instrument
  • (Issuer) Callable
  • Product with sustainability features
Novartis AGCHF 
Roche Holding AGCHF 
Nestlé SACHF 
Swisscom AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)7.50% (5.00%)
Premium component4.7160%
Interest share2.784%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing28/03/2023
First Trading Day11/04/2023
Payment date11/04/2023
Final fixing30/09/2024
Redemption07/10/2024
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 PriceBarrier
CHF 109.60CHF 110.44CHF 57.43
CHF 89.37CHF 82.64CHF 42.97
CHF 292.80CHF 256.86CHF 133.57
CHF 568.80CHF 589.40CHF 306.50

No chart available

Interest
Coupon (Coupon p.a.)7.50% (5.00%)
Premium component4.7160%
Interest share2.784%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing28/03/2023
First Trading Day11/04/2023
Payment date11/04/2023
Final fixing30/09/2024
Redemption07/10/2024
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
Figures
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
Nominal valueCHF 1,000.00
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%
Barrier52.00%
Barrier observationcontinuous
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program