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

  • Valor 111760066
  • ISIN CH1117600663
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
  • Barrier observation at the end
Alcoa CorporationUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)12.50% (25.00%)
Accrued interest8.40%
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 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 56.00USD 37.67USD 33.90

No chart available

Interest
Coupon (Coupon p.a.)12.50% (25.00%)
Accrued interest8.40%
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