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8.47% (8.50% p.a.) Barrier Reverse Convertible on Alcoa Corporation

  • Valor 113443926
  • ISIN CH1134439269
  • Symbol RAAAQV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
Alcoa CorporationUSD 
Please note that this is an indication.

Documents

Key data
Yield max.10.65%
Yield max. p.a.13.13%
Barrier reachedno
Riskbuffer48.94%
Interest
Coupon (Coupon p.a.)8.4764% (8.50%)
Accrued interest1.58%
Premium component8.2495%
Interest share0.2269%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing21/09/2021
First Trading Day23/09/2021
Payment date24/09/2021
Final fixing16/09/2022
Redemption23/09/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 46.53USD 47.87USD 23.9448.94%

No chart available

Key data
Yield max.10.65%
Yield max. p.a.13.13%
Barrier reachedno
Riskbuffer48.94%
Interest
Coupon (Coupon p.a.)8.4764% (8.50%)
Accrued interest1.58%
Premium component8.2495%
Interest share0.2269%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing21/09/2021
First Trading Day23/09/2021
Payment date24/09/2021
Final fixing16/09/2022
Redemption23/09/2022
Figures
SSPA categorisationBarriere Reverse Convertible
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

USD 47.87
BarrierUSD 23.94 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alcoa Corp.
US0138721065
Spot reference priceUSD 47.87
Ratio20.88991
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