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5.26% (5.25% p.a.) Barrier Reverse Convertible on Danone SA

  • Valor 126267360
  • ISIN CH1262673606
  • Symbol RDAAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
  • Product with sustainability features
Danone SAEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer35.20%
Interest
Coupon (Coupon p.a.)5.2646% (5.25%)
Accrued interest1.60%
Premium component1.5389%
Interest share3.7257%
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
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 53.02EUR 57.04EUR 34.2235.20%

No chart available

Key data
Barrier reachedno
Riskbuffer35.20%
Interest
Coupon (Coupon p.a.)5.2646% (5.25%)
Accrued interest1.60%
Premium component1.5389%
Interest share3.7257%
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
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 57.04
BarrierEUR 34.22 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Danone
FR0000120644
Spot reference priceEUR 57.04
Ratio17.53156
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program