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12.50% p.a. Barrier Reverse Convertible on American Airlines, Booking Holdings, TripAdvisor

  • Valor 113444539
  • ISIN CH1134445399
  • Symbol RMBEMV
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
Sell
Buy
  • (Issuer) Callable
Booking Holdings Inc.USD 
TripAdvisor Inc.USD 
American Airlines Group Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)12.50% (12.50%)
Premium component12.2384%
Interest share0.2616%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing08/10/2021
First Trading Day13/10/2021
Payment date14/10/2021
Final fixing10/10/2022
Redemption17/10/2022

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 19.84USD 20.07USD 11.04
USD 2,502.13USD 2,474.37USD 1,360.90
USD 37.22USD 36.03USD 19.82

No chart available

Interest
Coupon (Coupon p.a.)12.50% (12.50%)
Premium component12.2384%
Interest share0.2616%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing08/10/2021
First Trading Day13/10/2021
Payment date14/10/2021
Final fixing10/10/2022
Redemption17/10/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
Nominal valueUSD 5,000.00
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

100.00%
Barrier55.00%
Barrier observationcontinuous
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