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4.50% (4.50% p.a.) Barrier Reverse Convertible on Danone SA

  • Valor 113443646
  • ISIN CH1134436463
  • Symbol RDAANV
sustainable
Bid (indicative)%
Ask (indicative)%
CurrencyEUR
Price on
Sell
Buy
  • sustainable
Danone SAEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer11.45%
Interest
Coupon (Coupon p.a.)4.50% (4.50%)
Accrued interest0.93%
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 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 53.09EUR 58.37EUR 46.7011.45%

No chart available

Key data
Barrier reachedno
Riskbuffer11.45%
Interest
Coupon (Coupon p.a.)4.50% (4.50%)
Accrued interest0.93%
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 58.37
BarrierEUR 46.70 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Danone
FR0000120644
Spot reference priceEUR 58.37
Ratio17.13209
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