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5.25% p.a. Barrier Reverse Convertible on ABB/Accelleron Basket, Nestlé, Novartis, Roche, Zurich Insurance

  • Valor 111765583
  • ISIN CH1117655832
  • Symbol RMAFRV
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyCHF
Price on
Sell
  • (Issuer) Callable
  • Product with sustainability features
Novartis AGCHF 
Roche Holding AGCHF 
Nestlé SACHF 
Zurich Insurance Group LtdCHF 
ABB/Accelleron BasketCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)15.75% (5.25%)
Premium component15.7500%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing22/10/2021
First Trading Day26/10/2021
Payment date27/10/2021
Final fixing22/10/2024
Redemption29/10/2024
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 30.8935CHF 30.29CHF 15.15
CHF 109.64CHF 117.06CHF 58.53
CHF 76.36CHF 77.54CHF 38.77
CHF 258.40CHF 355.80CHF 177.90
CHF 420.60CHF 397.50CHF 198.80

No chart available

Interest
Coupon (Coupon p.a.)15.75% (5.25%)
Premium component15.7500%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing22/10/2021
First Trading Day26/10/2021
Payment date27/10/2021
Final fixing22/10/2024
Redemption29/10/2024
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
Figures
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
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

100.00%
Barrier50.00%
Barrier observationcontinuous
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program