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10.02% (10.00% p.a.) Barrier Reverse Convertible on Alcoa Corporation

  • Valor 111761607
  • ISIN CH1117616073
  • Symbol RAAAFV
Product expired on 17/06/2022
Alcoa CorporationUSD 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Redemption100.00%
Repayment Date24/06/2022
Interest
Coupon (Coupon p.a.)10.0278% (10.00%)
Premium component9.7827%
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
Sustainability feature
--

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 47.89USD 32.94USD 16.47

No chart available

Key data
Barrier reachedno
Redemption100.00%
Repayment Date24/06/2022
Interest
Coupon (Coupon p.a.)10.0278% (10.00%)
Premium component9.7827%
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
Sustainability feature
--
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 32.94
BarrierUSD 16.47 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alcoa Corp.
US0138721065
Spot reference priceUSD 32.94
Ratio30.35823
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