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15.86% p.a. Barrier Reverse Convertible on Lonza, Moderna (Quanto CHF)

  • Valor 112468658
  • ISIN CH1124686580
  • Symbol RMA15V
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyCHF
Price on
Sell
Barrier hit on 05/11/2021 at 14:57
  • Quanto
Lonza Group AGCHF 
Moderna Inc.USD 
Please note that this is an indication.

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Key data
Yield max.37.18%
Yield max. p.a.53.32%
Riskbuffer36.62%
Interest
Coupon (Coupon p.a.)15.8652% (15.86%)
Accrued interest0.53%
Premium component15.8652%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing11/08/2021
First Trading Day17/08/2021
Payment date18/08/2021
Final fixing11/08/2022
Redemption18/08/2022
Barrier reached05/11/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 730.40CHF 719.90CHF 360.00
USD 368.51USD 450.58USD 225.29

No chart available

Key data
Yield max.37.18%
Yield max. p.a.53.32%
Riskbuffer36.62%
Interest
Coupon (Coupon p.a.)15.8652% (15.86%)
Accrued interest0.53%
Premium component15.8652%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing11/08/2021
First Trading Day17/08/2021
Payment date18/08/2021
Final fixing11/08/2022
Redemption18/08/2022
Barrier reached05/11/2021
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
QuantoYes
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 / deliverycash payment
Issuance ProgrammeLink to the Issuance Program

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