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12.50% (25.00% p.a.) Barrier Reverse Convertible on Alcoa Corporation

  • Valor 111760066
  • ISIN CH1117600663
Product expired on 07/12/2021
  • Barrier observation at the end
Alcoa CorporationUSD 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Redemption100.00%
Repayment Date14/12/2021
Interest
Coupon (Coupon p.a.)12.50% (25.00%)
Premium component12.4150%
Interest share0.085%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing07/06/2021
First Trading Day09/06/2021
Payment date14/06/2021
Final fixing07/12/2021
Redemption14/12/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 61.39USD 37.67USD 33.90

No chart available

Key data
Barrier reachedno
Redemption100.00%
Repayment Date14/12/2021
Interest
Coupon (Coupon p.a.)12.50% (25.00%)
Premium component12.4150%
Interest share0.085%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing07/06/2021
First Trading Day09/06/2021
Payment date14/06/2021
Final fixing07/12/2021
Redemption14/12/2021
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 37.67
BarrierUSD 33.90 (90.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Alcoa Corp.
US0138721065
Spot reference priceUSD 37.67
Ratio26.54632
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