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5.51% (5.50% p.a.) Barrier Reverse Convertible on Danone SA

  • Valor 111761577
  • ISIN CH1117615778
  • Symbol RDAAEV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
  • sustainable
Danone SAEUR 
Please note that this is an indication.

Documents

Key data
Yield max.6.90%
Yield max. p.a.17.01%
Barrier reachedno
Riskbuffer14.81%
Interest
Coupon (Coupon p.a.)5.5153% (5.50%)
Accrued interest3.27%
Premium component5.5153%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing18/06/2021
First Trading Day22/06/2021
Payment date23/06/2021
Final fixing17/06/2022
Redemption24/06/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 55.21EUR 58.88EUR 47.1014.81%

No chart available

Key data
Yield max.6.90%
Yield max. p.a.17.01%
Barrier reachedno
Riskbuffer14.81%
Interest
Coupon (Coupon p.a.)5.5153% (5.50%)
Accrued interest3.27%
Premium component5.5153%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing18/06/2021
First Trading Day22/06/2021
Payment date23/06/2021
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 58.88
BarrierEUR 47.10 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Danone
FR0000120644
Spot reference priceEUR 58.88
Ratio16.9837
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