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7.22% (7.25% p.a.) Barrier Reverse Convertible on Biogen Inc.

  • Valor 113443951
  • ISIN CH1134439517
  • Symbol RBIAHV
sustainable
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
Sell
Buy
  • sustainable
Biogen Inc.USD 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer19.63%
Interest
Coupon (Coupon p.a.)7.2299% (7.25%)
Accrued interest1.45%
Premium component7.0030%
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 224.11USD 301.23USD 180.7419.63%

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Key data
Barrier reachedno
Riskbuffer19.63%
Interest
Coupon (Coupon p.a.)7.2299% (7.25%)
Accrued interest1.45%
Premium component7.0030%
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 301.23
BarrierUSD 180.74 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Biogen
US09062X1037
Spot reference priceUSD 301.23
Ratio3.31972
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