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6.75% p.a. Callable Multi Barrier Reverse Convertible on Citigroup, Goldman Sachs, JPMorgan Chase (Quanto CHF)

  • Valor 45081730
  • ISIN CH0450817306
  • Symbol RMAVYV
Product expired on 02/08/2021
  • Quanto
  • (Issuer) Callable
Citigroup Inc.USD 
JPMorgan Chase & Co.USD 
The Goldman Sachs Group, Inc.USD 
Please note that this is an indication.

Documents

Key data
Yield max.6.82%
Yield max. p.a.6.76%
Barrier reachedno
Redemption100.00%
Repayment Date09/08/2021
Interest
Coupon (Coupon p.a.)13.5008% (6.75%)
Premium component13.5008%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing31/07/2020
First Trading Day06/08/2020
Payment date07/08/2020
Final fixing01/08/2022
Redemption08/08/2022

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 64.24USD 50.01USD 25.01
USD 347.32USD 197.96USD 98.98
USD 148.93USD 96.64USD 48.32

No chart available

Key data
Yield max.6.82%
Yield max. p.a.6.76%
Barrier reachedno
Redemption100.00%
Repayment Date09/08/2021
Interest
Coupon (Coupon p.a.)13.5008% (6.75%)
Premium component13.5008%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing31/07/2020
First Trading Day06/08/2020
Payment date07/08/2020
Final fixing01/08/2022
Redemption08/08/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
Nominal valueCHF 1,000.00
Reference currencyCHF
QuantoYes
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%
Barrier50.00%
Barrier observationcontinuous
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program