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8.32% p.a. Reverse Convertible on Petroleo Brasileiro SA

  • Valor 110823229
  • ISIN CH1108232294
Product expired on 12/11/2021
  • Autocallable
Petroleo Brasileiro SAUSD 
Please note that this is an indication.

Documents

Key data
RedemptionpriceUSD 100.00
Repayment Date19/11/2021
Interest
Coupon (Coupon p.a.)8.3284% (8.32%)
Premium component8.0584%
Interest share0.27%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 20.82
Next Coupon Payment Day22/02/2022
Interval (in months)3
Life cycle
Initial fixing12/05/2021
First Trading Day14/05/2021
Payment date19/05/2021
Final fixing12/05/2022
Redemption19/05/2022
Autocall
Autocall LevelUSD 9.35
Autocall Level (in %)100.00%
Next observation date14/02/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
USD 10.75USD 7.48

No chart available

Key data
RedemptionpriceUSD 100.00
Repayment Date19/11/2021
Interest
Coupon (Coupon p.a.)8.3284% (8.32%)
Premium component8.0584%
Interest share0.27%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 20.82
Next Coupon Payment Day22/02/2022
Interval (in months)3
Life cycle
Initial fixing12/05/2021
First Trading Day14/05/2021
Payment date19/05/2021
Final fixing12/05/2022
Redemption19/05/2022
Autocall
Autocall LevelUSD 9.35
Autocall Level (in %)100.00%
Next observation date14/02/2022
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
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 7.48
Underlying/
ISIN of underlying
Petrobras
US71654V4086
Spot reference priceUSD 9.35
COSINo
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