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4.50% p.a. Barrier Reverse Convertible on Holcim Ltd

  • Valor 111765545
  • ISIN CH1117655451
  • Symbol RHOAFV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • (Issuer) Callable
  • sustainable
Holcim LtdCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)5.625% (4.50%)
Premium component5.6250%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing15/10/2021
First Trading Day19/10/2021
Payment date20/10/2021
Final fixing16/01/2023
Redemption23/01/2023
Early Redemption
Next observation day18/07/2022
Observation day after next17/10/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 50.26CHF 44.46CHF 33.35

No chart available

Interest
Coupon (Coupon p.a.)5.625% (4.50%)
Premium component5.6250%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing15/10/2021
First Trading Day19/10/2021
Payment date20/10/2021
Final fixing16/01/2023
Redemption23/01/2023
Early Redemption
Next observation day18/07/2022
Observation day after next17/10/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
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

CHF 44.46
BarrierCHF 33.35 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Holcim
CH0012214059
Spot reference priceCHF 44.46
Ratio22.49213
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program