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5.01% (5.00% p.a.) Barrier Reverse Convertible on Sanofi SA

  • Valor 111761681
  • ISIN CH1117616818
  • Symbol RSAADV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
  • sustainable
Sanofi SAEUR 
Please note that this is an indication.

Documents

Key data
Yield max.2.61%
Yield max. p.a.6.10%
Barrier reachedno
Riskbuffer23.15%
Interest
Coupon (Coupon p.a.)5.0139% (5.00%)
Accrued interest2.88%
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 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 91.73EUR 88.06EUR 70.4523.15%

No chart available

Key data
Yield max.2.61%
Yield max. p.a.6.10%
Barrier reachedno
Riskbuffer23.15%
Interest
Coupon (Coupon p.a.)5.0139% (5.00%)
Accrued interest2.88%
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 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 88.06
BarrierEUR 70.45 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Sanofi
FR0000120578
Spot reference priceEUR 88.06
Ratio11.35589
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