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4.75% p.a. Barrier Reverse Convertible on On Holding Ltd

  • Valor 113443346
  • ISIN CH1134433460
  • Symbol RONAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • (Issuer) Callable
On Holding LtdUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)5.9375% (4.75%)
Premium component5.5890%
Interest share0.3485%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing24/09/2021
First Trading Day28/09/2021
Payment date29/09/2021
Final fixing27/12/2022
Redemption04/01/2023
Early Redemption
Next observation day27/06/2022
Observation day after next27/09/2022

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 29.72USD 36.02USD 25.21

No chart available

Interest
Coupon (Coupon p.a.)5.9375% (4.75%)
Premium component5.5890%
Interest share0.3485%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing24/09/2021
First Trading Day28/09/2021
Payment date29/09/2021
Final fixing27/12/2022
Redemption04/01/2023
Early Redemption
Next observation day27/06/2022
Observation day after next27/09/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
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

USD 36.02
BarrierUSD 25.21 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
On Holding
CH1134540470
Spot reference priceUSD 36.02
Ratio27.76235
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