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6.50% (6.51% p.a.) Barrier Reverse Convertible on AbbVie Inc

  • Valor 58152196
  • ISIN CH0581521967
  • Symbol RABAUV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • sustainable
AbbVie IncUSD 
Please note that this is an indication.

Documents

Key data
Yield max.0.00%
Yield max. p.a.0.00%
Barrier reachedno
Riskbuffer35.52%
Interest
Coupon (Coupon p.a.)6.50% (6.51%)
Accrued interest6.11%
Premium component6.1641%
Interest share0.3359%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing21/12/2020
First Trading Day23/12/2020
Payment date28/12/2020
Final fixing17/12/2021
Redemption27/12/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 118.85USD 102.60USD 76.9535.52%

No chart available

Key data
Yield max.0.00%
Yield max. p.a.0.00%
Barrier reachedno
Riskbuffer35.52%
Interest
Coupon (Coupon p.a.)6.50% (6.51%)
Accrued interest6.11%
Premium component6.1641%
Interest share0.3359%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing21/12/2020
First Trading Day23/12/2020
Payment date28/12/2020
Final fixing17/12/2021
Redemption27/12/2021
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

USD 102.60
BarrierUSD 76.95 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
AbbVie Inc
US00287Y1091
Spot reference priceUSD 102.60
Ratio9.74659
ListingSIX Structured Products Exchange
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