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6.28% (6.25% p.a.) Barrier Reverse Convertible on Zur Rose Group AG

  • Valor 113444962
  • ISIN CH1134449623
  • Symbol RROAVV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
Zur Rose Group AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.2847% (6.25%)
Accrued interest1.01%
Premium component6.2847%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing30/09/2021
First Trading Day04/10/2021
Payment date05/10/2021
Final fixing30/09/2022
Redemption07/10/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 333.50CHF 379.10CHF 208.50

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Interest
Coupon (Coupon p.a.)6.2847% (6.25%)
Accrued interest1.01%
Premium component6.2847%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing30/09/2021
First Trading Day04/10/2021
Payment date05/10/2021
Final fixing30/09/2022
Redemption07/10/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
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

CHF 379.10
BarrierCHF 208.50 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Zur Rose Group AG
CH0042615283
Spot reference priceCHF 379.10
Ratio2.63783
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