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4.55% (4.50% p.a.) Barrier Reverse Convertible on ABB Ltd

  • Valor 113443426
  • ISIN CH1134434260
  • Symbol RABAIV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • sustainable
ABB LtdCHF 
Please note that this is an indication.

Documents

Key data
Yield max.6.69%
Yield max. p.a.8.22%
Barrier reachedno
Riskbuffer21.94%
Interest
Coupon (Coupon p.a.)4.55% (4.50%)
Accrued interest0.89%
Premium component4.5500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing17/09/2021
First Trading Day21/09/2021
Payment date22/09/2021
Final fixing19/09/2022
Redemption26/09/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 32.41CHF 33.72CHF 25.2921.94%

No chart available

Key data
Yield max.6.69%
Yield max. p.a.8.22%
Barrier reachedno
Riskbuffer21.94%
Interest
Coupon (Coupon p.a.)4.55% (4.50%)
Accrued interest0.89%
Premium component4.5500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing17/09/2021
First Trading Day21/09/2021
Payment date22/09/2021
Final fixing19/09/2022
Redemption26/09/2022
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 33.72
BarrierCHF 25.29 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ABB
CH0012221716
Spot reference priceCHF 33.72
Ratio29.65599
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