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5.52% p.a. Barrier Reverse Convertible on 3M, Boeing, General Electric

  • Valor 51553702
  • ISIN CH0515537022
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
  • Barrier observation at the end
  • Autocallable
Boeing CompanyUSD 
General Electric CompanyUSD 
3M CompanyUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)11.052% (5.52%)
Premium component7.6640%
Interest share3.388%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 13.82
Next Coupon Payment Day28/09/2021
Interval (in months)3
Life cycle
Initial fixing18/12/2019
First Trading Day20/12/2019
Payment date26/12/2019
Final fixing20/12/2021
Redemption28/12/2021
Barrier reachedno
Autocall
Autocall Level (in %)70.00%
Next observation date21/09/2021

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 182.66USD 169.08USD 92.99
USD 213.36USD 330.75USD 181.91
USD 101.34USD 88.72USD 48.80

No chart available

Interest
Coupon (Coupon p.a.)11.052% (5.52%)
Premium component7.6640%
Interest share3.388%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 13.82
Next Coupon Payment Day28/09/2021
Interval (in months)3
Life cycle
Initial fixing18/12/2019
First Trading Day20/12/2019
Payment date26/12/2019
Final fixing20/12/2021
Redemption28/12/2021
Barrier reachedno
Autocall
Autocall Level (in %)70.00%
Next observation date21/09/2021
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
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%
Barrier55.00%
Barrier observationat the end
ListingNone
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program