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9.75% (9.77% p.a.) Barrier Reverse Convertible on Alibaba Group Holding Ltd.

  • Valor 58152199
  • ISIN CH0581521991
  • Symbol RBAAJV
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyUSD
Price on
Sell
Barrier hit on 19/08/2021 at 15:34
Alibaba Group Holding Ltd.USD 
Please note that this is an indication.

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Key data
Yield max.42.84%
Yield max. p.a.248.73%
Barrier reached19/08/2021
Riskbuffer6.34%
Interest
Coupon (Coupon p.a.)9.75% (9.77%)
Accrued interest7.95%
Premium component9.4141%
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 177.42USD 258.33USD 167.916.34%

No chart available

Key data
Yield max.42.84%
Yield max. p.a.248.73%
Barrier reached19/08/2021
Riskbuffer6.34%
Interest
Coupon (Coupon p.a.)9.75% (9.77%)
Accrued interest7.95%
Premium component9.4141%
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 258.33
BarrierUSD 167.91 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 258.33
Ratio3.87102
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

Documents