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6.20% (6.16% p.a.) Reverse Convertible on Barrick Gold Corp.

  • Valor 111759041
  • ISIN CH1117590419
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Barrick Gold Corp.USD 
Please note that this is an indication.

Documents

Key data
Yield max.24.82%
Yield max. p.a.49.36%
Interest
Coupon (Coupon p.a.)6.20% (6.16%)
Accrued interest3.06%
Premium component5.9457%
Interest share0.2543%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing27/05/2021
First Trading Day31/05/2021
Payment date04/06/2021
Final fixing27/05/2022
Redemption06/06/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
USD 18.18USD 21.83

No chart available

Key data
Yield max.24.82%
Yield max. p.a.49.36%
Interest
Coupon (Coupon p.a.)6.20% (6.16%)
Accrued interest3.06%
Premium component5.9457%
Interest share0.2543%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing27/05/2021
First Trading Day31/05/2021
Payment date04/06/2021
Final fixing27/05/2022
Redemption06/06/2022
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 21.83
Underlying/
ISIN of underlying
Barrick Gold
CA0679011084
Spot reference priceUSD 24.25
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