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4.77% (4.75% p.a.) Barrier Reverse Convertible on Accor SA

  • Valor 113443116
  • ISIN CH1134431167
  • Symbol RACAAV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
  • sustainable
Accor SAEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)4.7764% (4.75%)
Accrued interest0.87%
Premium component4.7764%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing15/09/2021
First Trading Day17/09/2021
Payment date20/09/2021
Final fixing15/09/2022
Redemption22/09/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 26.89EUR 28.12EUR 18.28

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Interest
Coupon (Coupon p.a.)4.7764% (4.75%)
Accrued interest0.87%
Premium component4.7764%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing15/09/2021
First Trading Day17/09/2021
Payment date20/09/2021
Final fixing15/09/2022
Redemption22/09/2022
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 28.12
BarrierEUR 18.28 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Accor
FR0000120404
Spot reference priceEUR 28.12
Ratio35.56188
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