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6.00% (6.00% p.a.) Barrier Reverse Convertible on Covestro AG

  • Valor 113443643
  • ISIN CH1134436430
  • Symbol R1CACV
Bid (indicative)%
Ask (indicative)%
CurrencyEUR
Price on
Sell
Buy
Covestro AGEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer30.29%
Interest
Coupon (Coupon p.a.)6.00% (6.00%)
Accrued interest1.22%
Premium component6.0000%
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 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 51.14EUR 54.89EUR 35.6830.29%

No chart available

Key data
Barrier reachedno
Riskbuffer30.29%
Interest
Coupon (Coupon p.a.)6.00% (6.00%)
Accrued interest1.22%
Premium component6.0000%
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 54.89
BarrierEUR 35.68 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Covestro AG
DE0006062144
Spot reference priceEUR 54.89
Ratio18.21825
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