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8.52% (8.50% p.a.) Barrier Reverse Convertible on Daimler Truck Holding AG

  • Valor 126267359
  • ISIN CH1262673598
  • Symbol RDTAFV
Bid (indicative)-
Ask (indicative)-
CurrencyEUR
Daimler Truck Holding AGEUR 
Please note that this is an indication.

Documents

Key data
Yield max.3.12%
Yield max. p.a.4.45%
Barrier reachedno
Riskbuffer50.27%
Interest
Coupon (Coupon p.a.)8.5236% (8.50%)
Accrued interest2.60%
Premium component4.8013%
Interest share3.7223%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/05/2023
First Trading Day01/06/2023
Payment date02/06/2023
Final fixing27/05/2024
Redemption03/06/2024
Sustainability feature
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Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 33.67EUR 27.92EUR 16.7550.27%

No chart available

Key data
Yield max.3.12%
Yield max. p.a.4.45%
Barrier reachedno
Riskbuffer50.27%
Interest
Coupon (Coupon p.a.)8.5236% (8.50%)
Accrued interest2.60%
Premium component4.8013%
Interest share3.7223%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/05/2023
First Trading Day01/06/2023
Payment date02/06/2023
Final fixing27/05/2024
Redemption03/06/2024
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 27.92
BarrierEUR 16.75 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Daimler Truck
DE000DTR0CK8
Spot reference priceEUR 27.92
Ratio35.81662
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program