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5.01% (5.00% p.a.) Barrier Reverse Convertible on Bâloise Holding AG

  • Valor 111761625
  • ISIN CH1117616255
  • Symbol RBAAWV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Bâloise Holding AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)5.0139% (5.00%)
Accrued interest1.56%
Premium component5.0139%
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 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 142.80CHF 147.00CHF 117.60

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Interest
Coupon (Coupon p.a.)5.0139% (5.00%)
Accrued interest1.56%
Premium component5.0139%
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 valueCHF 1,000.00
Reference currencyCHF
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

CHF 147.00
BarrierCHF 117.60 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Bâloise
CH0012410517
Spot reference priceCHF 147.00
Ratio6.80272
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