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2.50% (5.00% p.a.) Reverse Convertible on Porsche Automobil Holding SE

  • Valor 112468649
  • ISIN CH1124686499
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
PorscheEUR 
Please note that this is an indication.

Documents

Key data
Yield max.10.50%
Yield max. p.a.52.52%
Interest
Coupon (Coupon p.a.)2.50% (5.00%)
Accrued interest1.50%
Premium component2.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing11/08/2021
First Trading Day12/08/2021
Payment date18/08/2021
Final fixing11/02/2022
Redemption18/02/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
EUR 74.16EUR 80.26

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Key data
Yield max.10.50%
Yield max. p.a.52.52%
Interest
Coupon (Coupon p.a.)2.50% (5.00%)
Accrued interest1.50%
Premium component2.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing11/08/2021
First Trading Day12/08/2021
Payment date18/08/2021
Final fixing11/02/2022
Redemption18/02/2022
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 80.26
Underlying/
ISIN of underlying
Porsche
DE000PAH0038
Spot reference priceEUR 89.18
COSINo
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