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6.00% p.a. Callable Barrier Reverse Convertible on ABB Ltd

  • Valor 59515459
  • ISIN CH0595154599
  • Symbol RABAWV
sustainable
Product expired on 26/11/2021
  • (Issuer) Callable
  • sustainable
ABB LtdCHF 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Redemption100.00%
Repayment Date03/12/2021
Interest
Coupon (Coupon p.a.)7.512% (6.00%)
Premium component7.5120%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing26/02/2021
First Trading Day04/03/2021
Payment date05/03/2021
Final fixing27/05/2022
Redemption03/06/2022
Early Redemption
Next observation day24/02/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 33.24CHF 26.12CHF 19.59

No chart available

Key data
Barrier reachedno
Redemption100.00%
Repayment Date03/12/2021
Interest
Coupon (Coupon p.a.)7.512% (6.00%)
Premium component7.5120%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing26/02/2021
First Trading Day04/03/2021
Payment date05/03/2021
Final fixing27/05/2022
Redemption03/06/2022
Early Redemption
Next observation day24/02/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
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

CHF 26.12
BarrierCHF 19.59 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ABB
CH0012221716
Spot reference priceCHF 26.12
Ratio38.28484
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program