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6.20% (12.33% p.a.) Barrier Reverse Convertible on Alibaba Group Holding Ltd.

  • Valor 112465424
  • ISIN CH1124654240
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
  • Barrier observation at the end
Alibaba Group Holding Ltd.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.20% (12.33%)
Accrued interest2.98%
Premium component6.1159%
Interest share0.0841%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/07/2021
First Trading Day26/07/2021
Payment date29/07/2021
Final fixing24/01/2022
Redemption31/01/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 176.17USD 214.03USD 192.63

No chart available

Interest
Coupon (Coupon p.a.)6.20% (12.33%)
Accrued interest2.98%
Premium component6.1159%
Interest share0.0841%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/07/2021
First Trading Day26/07/2021
Payment date29/07/2021
Final fixing24/01/2022
Redemption31/01/2022
Figures
SSPA categorisationBarriere Reverse Convertible
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 214.03
BarrierUSD 192.63 (90.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 214.03
Ratio4.67224
ListingNone
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