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6.01% (6.00% p.a.) Barrier Reverse Convertible on Carrefour SA

  • Valor 111761672
  • ISIN CH1117616727
  • Symbol RCAAGV
sustainable
Bid (indicative)%
Ask (indicative)%
CurrencyEUR
Price on
Sell
Buy
  • sustainable
Carrefour SAEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer29.21%
Interest
Coupon (Coupon p.a.)6.0167% (6.00%)
Accrued interest3.57%
Premium component6.0167%
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 17.825EUR 16.81EUR 12.60829.21%

No chart available

Key data
Barrier reachedno
Riskbuffer29.21%
Interest
Coupon (Coupon p.a.)6.0167% (6.00%)
Accrued interest3.57%
Premium component6.0167%
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 16.81
BarrierEUR 12.608 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Carrefour
FR0000120172
Spot reference priceEUR 16.81
Ratio59.4884
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