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11.56% (11.50% p.a.) Barrier Reverse Convertible on HelloFresh SE

  • Valor 112470203
  • ISIN CH1124702031
  • Symbol RHFAAV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyEUR
Price on
Sell
Barrier hit on 07/01/2022 at 10:44
  • sustainable
HelloFresh SEEUR 
Please note that this is an indication.

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Key data
Yield max.59.46%
Yield max. p.a.98.65%
Barrier reached07/01/2022
Riskbuffer5.03%
Interest
Coupon (Coupon p.a.)11.5639% (11.50%)
Accrued interest4.57%
Premium component11.5639%
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

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 55.28EUR 91.56EUR 59.515.03%

No chart available

Key data
Yield max.59.46%
Yield max. p.a.98.65%
Barrier reached07/01/2022
Riskbuffer5.03%
Interest
Coupon (Coupon p.a.)11.5639% (11.50%)
Accrued interest4.57%
Premium component11.5639%
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
Figures
SSPA categorisationBarriere Reverse Convertible
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 91.56
BarrierEUR 59.51 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
HelloFresh
DE000A161408
Spot reference priceEUR 91.56
Ratio10.9218
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