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9.75% p.a. Reverse Convertible on Alibaba Group, Baidu, JD.com

  • Valor 111761114
  • ISIN CH1117611140
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
  • Autocallable
Baidu, Inc.USD 
Alibaba Group Holding Ltd.USD 
JD.com, Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)9.75% (9.75%)
Premium component9.5084%
Interest share0.2416%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing15/06/2021
First Trading Day17/06/2021
Payment date29/06/2021
Final fixing15/06/2022
Redemption29/06/2022
Autocall
Autocall Level (in %)100.00%
Next observation date15/12/2021
Übernächster Beobachtungstag15/03/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingStrikeB. price
USD 168.05USD 210.06
USD 149.04USD 186.30
USD 56.67USD 70.84

No chart available

Interest
Coupon (Coupon p.a.)9.75% (9.75%)
Premium component9.5084%
Interest share0.2416%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing15/06/2021
First Trading Day17/06/2021
Payment date29/06/2021
Final fixing15/06/2022
Redemption29/06/2022
Autocall
Autocall Level (in %)100.00%
Next observation date15/12/2021
Übernächster Beobachtungstag15/03/2022
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueUSD 5,000.00
Reference currencyUSD
QuantoNo
Strike80.00%
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