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5.50% p.a. Barrier Reverse Convertible on Diageo, Reckitt Benckiser , Tesco

  • Valor 113445968
  • ISIN CH1134459689
  • Symbol RMCF3V
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyGBP
Price on
Sell
Buy
  • (Issuer) Callable
Tesco PLCGBP 
Diageo PLCGBP 
Reckitt Benckiser Group PLCGBP 
Please note that this is an indication.

Documents

Key data
Yield max.10.12%
Yield max. p.a.5.51%
Barrier reachedno
Interest
Coupon (Coupon p.a.)11.00% (5.50%)
Premium component9.1648%
Interest share1.8352%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing22/10/2021
First Trading Day26/10/2021
Payment date27/10/2021
Final fixing23/10/2023
Redemption30/10/2023

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
GBP GBP 36.395GBP 23.657
GBP GBP 55.15GBP 35.85
GBP GBP 2.7075GBP 1.7599

No chart available

Key data
Yield max.10.12%
Yield max. p.a.5.51%
Barrier reachedno
Interest
Coupon (Coupon p.a.)11.00% (5.50%)
Premium component9.1648%
Interest share1.8352%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing22/10/2021
First Trading Day26/10/2021
Payment date27/10/2021
Final fixing23/10/2023
Redemption30/10/2023
Figures
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
Nominal valueGBP 1,000.00
Reference currencyGBP
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%
Barrier65.00%
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