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4.27% (4.25% p.a.) Barrier Reverse Convertible on ABB Ltd

  • Valor 112470035
  • ISIN CH1124700357
  • Symbol RABAEV
Product expired on 19/08/2022
Barrier hit on 07/03/2022 at 09:33
  • Product with sustainability features
ABB LtdCHF 
Please note that this is an indication.

Documents

Key data
Barrier reached07/03/2022
DeliveryEquity ABBN
Repayment Date26/08/2022
Interest
Coupon (Coupon p.a.)4.2736% (4.25%)
Premium component4.2736%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing19/08/2021
First Trading Day23/08/2021
Payment date24/08/2021
Final fixing19/08/2022
Redemption26/08/2022
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 PriceBarrierBuffer
CHF 29.18CHF 34.47CHF 27.58

No chart available

Key data
Barrier reached07/03/2022
DeliveryEquity ABBN
Repayment Date26/08/2022
Interest
Coupon (Coupon p.a.)4.2736% (4.25%)
Premium component4.2736%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing19/08/2021
First Trading Day23/08/2021
Payment date24/08/2021
Final fixing19/08/2022
Redemption26/08/2022
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
Figures
SSPA categorisationBarriere Reverse Convertible
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

CHF 34.47
BarrierCHF 27.58 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ABB
CH0012221716
Spot reference priceCHF 34.47
Ratio29.01073
ListingSIX Structured Products Exchange
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

Documents