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8.75% (8.75% p.a.) Barrier Reverse Convertible on Société Générale (Quanto USD)

  • Valor 113446253
  • ISIN CH1134462535
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
  • Quanto
  • Barrier observation at the end
Société GénéraleEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)8.75% (8.75%)
Accrued interest0.00%
Premium component8.4748%
Interest share0.2752%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing13/10/2021
First Trading Day15/10/2021
Payment date20/10/2021
Final fixing13/10/2022
Redemption20/10/2022

Current price information

IntradaySince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 28.67EUR 27.92EUR 20.939

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Interest
Coupon (Coupon p.a.)8.75% (8.75%)
Accrued interest0.00%
Premium component8.4748%
Interest share0.2752%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing13/10/2021
First Trading Day15/10/2021
Payment date20/10/2021
Final fixing13/10/2022
Redemption20/10/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
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

EUR 27.92
BarrierEUR 20.939 (75.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Société Générale
FR0000130809
Spot reference priceEUR 27.92
Ratio35.81918
ListingNone
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program