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9.50% (9.50% p.a.) Barrier Reverse Convertible on Alibaba Group Holding Ltd.

  • Valor 110115343
  • ISIN CH1101153430
  • Symbol RBABVV
Product expired on 18/03/2022
Barrier hit on 23/08/2021 at 15:41
Alibaba Group Holding LimitedUSD 
Please note that this is an indication.

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Key data
Barrier reached23/08/2021
DeliveryEquity BABA
Repayment Date24/03/2022
Interest
Coupon (Coupon p.a.)9.50% (9.50%)
Premium component9.2196%
Interest share0.2804%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing19/03/2021
First Trading Day23/03/2021
Payment date24/03/2021
Final fixing18/03/2022
Redemption24/03/2022

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 80.45USD 239.03USD 155.37

No chart available

Key data
Barrier reached23/08/2021
DeliveryEquity BABA
Repayment Date24/03/2022
Interest
Coupon (Coupon p.a.)9.50% (9.50%)
Premium component9.2196%
Interest share0.2804%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing19/03/2021
First Trading Day23/03/2021
Payment date24/03/2021
Final fixing18/03/2022
Redemption24/03/2022
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 239.03
BarrierUSD 155.37 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 239.03
Ratio4.18358
ListingSIX Structured Products Exchange
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

Documents