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15.75% p.a. Barrier Reverse Convertible on Alcoa Corp., Devon Energy, Halliburton

  • Valor 113443526
  • ISIN CH1134435267
  • Symbol RMBD1V
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • (Issuer) Callable
Devon Energy Corp.USD 
Halliburton Co.USD 
Alcoa CorporationUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)15.75% (15.75%)
Premium component15.5040%
Interest share0.246%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing01/10/2021
First Trading Day05/10/2021
Payment date06/10/2021
Final fixing03/10/2022
Redemption11/10/2022

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 49.25USD 49.77USD 24.89
USD 40.44USD 36.81USD 18.41
USD 25.89USD 22.28USD 11.14

No chart available

Interest
Coupon (Coupon p.a.)15.75% (15.75%)
Premium component15.5040%
Interest share0.246%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing01/10/2021
First Trading Day05/10/2021
Payment date06/10/2021
Final fixing03/10/2022
Redemption11/10/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
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

100.00%
Barrier50.00%
Barrier observationcontinuous
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