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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
Product expired on 26/05/2022
Barrier hit on 29/11/2021 at 15:51
  • Quanto
  • (Issuer) Callable
Alibaba Group Holding LimitedUSD 
Please note that this is an indication.

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Key data
Barrier reached29/11/2021
Redemption39.74%
Repayment Date02/06/2022
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
Sustainability feature
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Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 90.06USD 237.76USD 130.77

No chart available

Key data
Barrier reached29/11/2021
Redemption39.74%
Repayment Date02/06/2022
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
Sustainability feature
--
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

Documents