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7.55% p.a. Callable Barrier Reverse Convertible on Alibaba Group Holding Ltd.

  • Valor 57394320
  • ISIN CH0573943203
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
  • Barrier observation at the end
  • (Issuer) Callable
Alibaba Group Holding Ltd.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)22.65% (7.55%)
Premium component21.7224%
Interest share0.9276%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing11/11/2020
First Trading Day13/11/2020
Payment date18/11/2020
Final fixing13/11/2023
Redemption20/11/2023
Early Redemption
Next observation day14/02/2022
Observation day after next13/05/2022

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 111.96USD 265.65USD 132.83

No chart available

Interest
Coupon (Coupon p.a.)22.65% (7.55%)
Premium component21.7224%
Interest share0.9276%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing11/11/2020
First Trading Day13/11/2020
Payment date18/11/2020
Final fixing13/11/2023
Redemption20/11/2023
Early Redemption
Next observation day14/02/2022
Observation day after next13/05/2022
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

USD 265.65
BarrierUSD 132.83 (50.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 265.65
Ratio3.76435
ListingNone
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program