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10.50% (10.50% p.a.) Barrier Reverse Convertible on Biogen, Moderna, Regeneron Pharmaceuticals

  • Valor 111760877
  • ISIN CH1117608773
  • Symbol RMBMAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
Biogen Inc.USD 
Regeneron Pharmaceuticals Inc.USD 
Moderna Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)10.50% (10.50%)
Accrued interest0.90%
Premium component10.2534%
Interest share0.2466%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing25/06/2021
First Trading Day30/06/2021
Payment date01/07/2021
Final fixing24/06/2022
Redemption01/07/2022
Barrier reachedno

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 331.70USD 347.93USD 173.97
USD 346.61USD 219.94USD 109.97
USD 577.13USD 550.55USD 275.28

No chart available

Interest
Coupon (Coupon p.a.)10.50% (10.50%)
Accrued interest0.90%
Premium component10.2534%
Interest share0.2466%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing25/06/2021
First Trading Day30/06/2021
Payment date01/07/2021
Final fixing24/06/2022
Redemption01/07/2022
Barrier reachedno
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

100.00%
Barrier50.00%
Barrier observationcontinuous
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