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5.50% (5.53% p.a.) Barrier Reverse Convertible on Philip Morris International

  • Valor 58152739
  • ISIN CH0581527394
  • Symbol RPMAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
Philip Morris InternationalUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)5.50% (5.53%)
Accrued interest4.58%
Premium component5.1579%
Interest share0.3421%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/12/2020
First Trading Day28/12/2020
Payment date29/12/2020
Final fixing17/12/2021
Redemption27/12/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 94.87USD 81.78USD 57.25

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Interest
Coupon (Coupon p.a.)5.50% (5.53%)
Accrued interest4.58%
Premium component5.1579%
Interest share0.3421%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/12/2020
First Trading Day28/12/2020
Payment date29/12/2020
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 81.78
BarrierUSD 57.25 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Philip Morris
US7181721090
Spot reference priceUSD 81.78
Ratio12.22793
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