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8.02% (8.00% p.a.) Barrier Reverse Convertible on Alibaba Group Holding Ltd.

  • Valor 111761581
  • ISIN CH1117615810
  • Symbol RBAAUV
Bid (indicative)%
Ask (indicative)
CurrencyUSD
Price on
Sell
Buy
Barrier hit on 24/09/2021 at 15:34
Alibaba Group Holding Ltd.USD 
Please note that this is an indication.

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Key data
Barrier reached24/09/2021
Riskbuffer21.40%
Interest
Coupon (Coupon p.a.)8.0222% (8.00%)
Accrued interest3.53%
Premium component7.7771%
Interest share0.2451%
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 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 122.00USD 211.91USD 148.3421.40%

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Key data
Barrier reached24/09/2021
Riskbuffer21.40%
Interest
Coupon (Coupon p.a.)8.0222% (8.00%)
Accrued interest3.53%
Premium component7.7771%
Interest share0.2451%
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 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 211.91
BarrierUSD 148.34 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 211.91
Ratio4.71898
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

Documents