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15.00% p.a. Barrier Reverse Convertible on Airbnb, Delta Air Lines, Lyft

  • Valor 111763916
  • ISIN CH1117639166
  • Symbol RMB87V
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
Sell
Buy
  • (Issuer) Callable
Delta Air Lines Inc.USD 
Lyft, Inc.USD 
Airbnb Inc.USD 
Please note that this is an indication.

Documents

Key data
Yield max.23.66%
Yield max. p.a.15.09%
Barrier reachedno
Interest
Coupon (Coupon p.a.)22.50% (15.00%)
Premium component22.0656%
Interest share0.4344%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing23/07/2021
First Trading Day27/07/2021
Payment date28/07/2021
Final fixing23/01/2023
Redemption30/01/2023

Current price information

IntradaySince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 142.00USD 138.73USD 69.37
USD 41.67USD 40.41USD 20.21
USD 54.39USD 54.90USD 27.45

No chart available

Key data
Yield max.23.66%
Yield max. p.a.15.09%
Barrier reachedno
Interest
Coupon (Coupon p.a.)22.50% (15.00%)
Premium component22.0656%
Interest share0.4344%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing23/07/2021
First Trading Day27/07/2021
Payment date28/07/2021
Final fixing23/01/2023
Redemption30/01/2023
Figures
SSPA categorisationBarriere Reverse 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

100.00%
Barrier50.00%
Barrier observationcontinuous
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