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8.75% p.a. Callable Barrier Reverse Convertible on Alibaba Group Holding Ltd. (Quanto CHF)

  • Valor 59515442
  • ISIN CH0595154425
  • Symbol RBAAMV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Quanto
  • (Issuer) Callable
Alibaba Group Holding Ltd.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)10.948% (8.75%)
Premium component10.9480%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing26/02/2021
First Trading Day04/03/2021
Payment date05/03/2021
Final fixing26/05/2022
Redemption02/06/2022
Early Redemption
Next observation day24/11/2021
Observation day after next23/02/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 176.17USD 237.76USD 130.7723.05%

No chart available

Interest
Coupon (Coupon p.a.)10.948% (8.75%)
Premium component10.9480%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing26/02/2021
First Trading Day04/03/2021
Payment date05/03/2021
Final fixing26/05/2022
Redemption02/06/2022
Early Redemption
Next observation day24/11/2021
Observation day after next23/02/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
QuantoYes
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 237.76
BarrierUSD 130.77 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 237.76
Ratio4.20592
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program