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17.20% p.a. Reverse Convertible on XPeng Inc.

  • Valor 111761699
  • ISIN CH1117616990
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • Autocallable
XPeng Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)17.20% (17.20%)
Premium component16.9520%
Interest share0.248%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 86.00
Next Coupon Payment Day27/12/2021
Life cycle
Initial fixing18/06/2021
First Trading Day22/06/2021
Payment date25/06/2021
Final fixing20/06/2022
Redemption27/06/2022
Autocall
Autocall LevelUSD 45.23
Autocall Level (in %)100.00%
Next observation date20/12/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
USD 46.28USD 36.18

No chart available

Interest
Coupon (Coupon p.a.)17.20% (17.20%)
Premium component16.9520%
Interest share0.248%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 86.00
Next Coupon Payment Day27/12/2021
Life cycle
Initial fixing18/06/2021
First Trading Day22/06/2021
Payment date25/06/2021
Final fixing20/06/2022
Redemption27/06/2022
Autocall
Autocall LevelUSD 45.23
Autocall Level (in %)100.00%
Next observation date20/12/2021
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
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 36.18
Underlying/
ISIN of underlying
XPeng
US98422D1054
Spot reference priceUSD 45.23
COSINo
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