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4.50% (4.50% p.a.) Barrier Reverse Convertible on BASF SE

  • Valor 113443624
  • ISIN CH1134436240
  • Symbol RBABAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
BASF SEEUR 
Please note that this is an indication.

Documents

Key data
Yield max.2.48%
Yield max. p.a.3.63%
Barrier reachedno
Riskbuffer37.12%
Interest
Coupon (Coupon p.a.)4.50% (4.50%)
Accrued interest1.43%
Premium component4.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/09/2021
First Trading Day22/09/2021
Payment date23/09/2021
Final fixing16/09/2022
Redemption23/09/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 68.14EUR 61.23EUR 42.8637.12%

No chart available

Key data
Yield max.2.48%
Yield max. p.a.3.63%
Barrier reachedno
Riskbuffer37.12%
Interest
Coupon (Coupon p.a.)4.50% (4.50%)
Accrued interest1.43%
Premium component4.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/09/2021
First Trading Day22/09/2021
Payment date23/09/2021
Final fixing16/09/2022
Redemption23/09/2022
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 61.23
BarrierEUR 42.86 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
BASF
DE000BASF111
Spot reference priceEUR 61.23
Ratio16.33186
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