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3.98% (4.00% p.a.) Barrier Reverse Convertible on Air Liquide SA

  • Valor 111761495
  • ISIN CH1117614953
  • Symbol RAIACV
sustainable
Bid (indicative)%
Ask (indicative)%
CurrencyEUR
Price on
Sell
Buy
  • sustainable
Air Liquide SAEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)3.9889% (4.00%)
Accrued interest1.74%
Premium component3.9889%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing18/06/2021
First Trading Day24/06/2021
Payment date25/06/2021
Final fixing17/06/2022
Redemption24/06/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 145.90EUR 145.71EUR 116.57

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Interest
Coupon (Coupon p.a.)3.9889% (4.00%)
Accrued interest1.74%
Premium component3.9889%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing18/06/2021
First Trading Day24/06/2021
Payment date25/06/2021
Final fixing17/06/2022
Redemption24/06/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 145.71
BarrierEUR 116.57 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Air Liquide
FR0000120073
Spot reference priceEUR 145.71
Ratio6.86295
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