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10.46% p.a. Barrier Reverse Convertible on Alibaba Group Holding Ltd. (Quanto CHF)

  • Valor 112468776
  • ISIN CH1124687760
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyCHF
Price on
Barrier hit on 20/08/2021 at 20:36
  • Quanto
  • (Issuer) Callable
Alibaba Group Holding Ltd.USD 
Please note that this is an indication.

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Interest
Coupon (Coupon p.a.)10.4632% (10.46%)
Premium component10.4632%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing11/08/2021
First Trading Day13/08/2021
Payment date18/08/2021
Final fixing11/08/2022
Redemption18/08/2022
Early Redemption
Next observation day11/02/2022
Observation day after next11/05/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 177.42USD 195.93USD 156.7412.71%

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Interest
Coupon (Coupon p.a.)10.4632% (10.46%)
Premium component10.4632%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing11/08/2021
First Trading Day13/08/2021
Payment date18/08/2021
Final fixing11/08/2022
Redemption18/08/2022
Early Redemption
Next observation day11/02/2022
Observation day after next11/05/2022
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

USD 195.93
BarrierUSD 156.74 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 195.93
Ratio5.10386
ListingNone
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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