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10.02% (10.00% p.a.) Barrier Reverse Convertible on Air France-KLM

  • Valor 111761687
  • ISIN CH1117616875
  • Symbol RAFAEV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
Air France-KLMEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer28.45%
Interest
Coupon (Coupon p.a.)10.0278% (10.00%)
Accrued interest4.33%
Premium component10.0278%
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

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 3.784EUR 4.53EUR 2.71928.45%

No chart available

Key data
Barrier reachedno
Riskbuffer28.45%
Interest
Coupon (Coupon p.a.)10.0278% (10.00%)
Accrued interest4.33%
Premium component10.0278%
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 4.53
BarrierEUR 2.719 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Air France-KLM
FR0000031122
Spot reference priceEUR 4.53
Ratio220.70183
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