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6.31% (6.25% p.a.) Barrier Reverse Convertible on Covestro AG

  • Valor 113442852
  • ISIN CH1134428528
  • Symbol R1CAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
Covestro AGEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.3194% (6.25%)
Accrued interest2.14%
Premium component6.3194%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing14/09/2021
First Trading Day16/09/2021
Payment date17/09/2021
Final fixing14/09/2022
Redemption21/09/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 52.84EUR 59.05EUR 41.34

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Interest
Coupon (Coupon p.a.)6.3194% (6.25%)
Accrued interest2.14%
Premium component6.3194%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing14/09/2021
First Trading Day16/09/2021
Payment date17/09/2021
Final fixing14/09/2022
Redemption21/09/2022
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 59.05
BarrierEUR 41.34 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Covestro AG
DE0006062144
Spot reference priceEUR 59.05
Ratio16.9348
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