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9.60% p.a. Barrier Reverse Convertible on Alibaba Group, JD.com, Sea (Quanto CHF)

  • Valor 113444737
  • ISIN CH1134447379
  • Symbol RMBHDV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Quanto
  • Barrier observation at the end
  • Autocallable
Alibaba Group Holding LimitedUSD 
JD.com, Inc.USD 
Sea LtdUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)14.40% (9.60%)
Premium component14.4000%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 24.00
Next Coupon Payment Day04/01/2023
Interval (in months)3
Life cycle
Initial fixing28/09/2021
First Trading Day04/10/2021
Payment date05/10/2021
Final fixing28/03/2023
Redemption04/04/2023
Barrier reachedno
Autocall
Autocall Level (in %)80.00%
Next observation date27/12/2022
Sustainability feature
--

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 90.06USD 149.31USD 82.12
USD 58.64USD 72.40USD 39.82
USD 61.38USD 316.27USD 173.95

No chart available

Interest
Coupon (Coupon p.a.)14.40% (9.60%)
Premium component14.4000%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 24.00
Next Coupon Payment Day04/01/2023
Interval (in months)3
Life cycle
Initial fixing28/09/2021
First Trading Day04/10/2021
Payment date05/10/2021
Final fixing28/03/2023
Redemption04/04/2023
Barrier reachedno
Autocall
Autocall Level (in %)80.00%
Next observation date27/12/2022
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
QuantoYes
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 observationat the end
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