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8.95% p.a. Reverse Convertible on Alibaba Group Holding Ltd.

  • Valor 58153327
  • ISIN CH0581533277
Product expired on 28/06/2021
  • Autocallable
Alibaba Group Holding Ltd.USD 
Please note that this is an indication.

Documents

Key data
RedemptionpriceUSD 100.00
Repayment Date06/07/2021
Interest
Coupon (Coupon p.a.)8.9524% (8.95%)
Premium component8.6092%
Interest share0.3432%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 22.38
Next Coupon Payment Day04/10/2021
Interval (in months)3
Life cycle
Initial fixing28/12/2020
First Trading Day30/12/2020
Payment date05/01/2021
Final fixing28/12/2021
Redemption04/01/2022
Autocall
Autocall LevelUSD 223.61
Autocall Level (in %)100.00%
Next observation date27/09/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
USD 200.09USD 178.89

No chart available

Key data
RedemptionpriceUSD 100.00
Repayment Date06/07/2021
Interest
Coupon (Coupon p.a.)8.9524% (8.95%)
Premium component8.6092%
Interest share0.3432%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 22.38
Next Coupon Payment Day04/10/2021
Interval (in months)3
Life cycle
Initial fixing28/12/2020
First Trading Day30/12/2020
Payment date05/01/2021
Final fixing28/12/2021
Redemption04/01/2022
Autocall
Autocall LevelUSD 223.61
Autocall Level (in %)100.00%
Next observation date27/09/2021
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
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 178.89
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 223.61
COSINo
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