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13.70% (13.70% p.a.) Barrier Reverse Convertible on Align Technology Inc

  • Valor 59299214
  • ISIN CH0592992140
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
  • Barrier observation at the end
Align Technology IncUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)13.70% (13.70%)
Accrued interest11.84%
Premium component13.3776%
Interest share0.3224%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/01/2021
First Trading Day22/01/2021
Payment date27/01/2021
Final fixing20/01/2022
Redemption27/01/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 666.72USD 574.66USD 431.00

No chart available

Interest
Coupon (Coupon p.a.)13.70% (13.70%)
Accrued interest11.84%
Premium component13.3776%
Interest share0.3224%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/01/2021
First Trading Day22/01/2021
Payment date27/01/2021
Final fixing20/01/2022
Redemption27/01/2022
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 574.66
BarrierUSD 431.00 (75.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Align Technology Inc
US0162551016
Spot reference priceUSD 574.66
Ratio1.74016
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