What pricing strategy for marketing peanut butter in Finland would be
the best to use? What price would I charge and what rationale would I
use?

As you probably know, in northern Europe, peanut butter doesn't have
anything like the market that it has in the States.  In Germany, it
can be found only in some stores in those areas where Americans live. 
  As a "foreign specialty" peanut butter cannot  - I believe -  be
marketed at a premium price; it just isn't that kind of a product; it
remains something more for kids.  Then one must consider the Finns'
normal eating habits:  peanut butter and jam sandwiches are not one of
them.
Just getting stores to put the stuff on their shelves will be a
problem, at any price, and then only in minimal volume, so you have a
distribution problem.
Name three cities in Finland:  Helsinki ...?? Nokia and a bigger town
right near it, whose name I forget, and ...?  Yeah, there is a larger
town on the west coast, and after that ...
You would have to give the stuff away in a marketing campaign to just
get people to try it, and from my experience in Germany, they would
find it "interesting", as the polite expression for a strange food. 
Ever hear of Marmite?  Aussie kids love it on bread, but the rest of
the world doesn't know what it's missing.

Now, maybe, Furby60, you are going to tell me that I am talking
through my hat, which I may be, that there is a longstanding market
for peanut butter in Finland.  Fair enough, this is only a comment and
my opinion.

I dont know about Finland, but here in Ireland we have Lidl & Aldi
Supermarkets What I have noticed is a lot of the UK, Irish supermarket
chains adjusting pricing to compete with products, its like myoarin
says you have to know your market visit various outlets that supply
the same type of product look at the shelves compare the amount of
peanut butter on a shelf to Jam etc... that will give you an idea of
the volumes they sell then take a look at the pricing and volume of
the jar.

But research and research well.
As for Marmite, well after Rolf Harris its next in line to the worst
thing that ever came out of OZ.

What is the supermarket/hypermarket situation like in Finland ?

If it is anything like the UK, USA, Spain France Germany - then forget it

- unless you are locked into the major suppliers
  (or working for them)

The campaign is pretty easy
- but what is the point if you are 'by-sourced' ?