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7.97% (8.00% p.a.) Barrier Reverse Convertible on Alibaba Group Holding Ltd.

  • Valor 113443928
  • ISIN CH1134439285
  • Symbol RBABDV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
Alibaba Group Holding Ltd.USD 
Please note that this is an indication.

Documents

Key data
Yield max.25.86%
Yield max. p.a.31.99%
Barrier reachedno
Riskbuffer25.88%
Interest
Coupon (Coupon p.a.)7.9778% (8.00%)
Accrued interest1.51%
Premium component7.7509%
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 122.49USD 152.06USD 91.2425.88%

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Key data
Yield max.25.86%
Yield max. p.a.31.99%
Barrier reachedno
Riskbuffer25.88%
Interest
Coupon (Coupon p.a.)7.9778% (8.00%)
Accrued interest1.51%
Premium component7.7509%
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 152.06
BarrierUSD 91.24 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 152.06
Ratio6.57635
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