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11.54% (5.75% p.a.) Barrier Reverse Convertible on Nestlé, Roche, UBS Group, Zurich Insurance

  • Valor 113447208
  • ISIN CH1134472088
  • Symbol RMCPWV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Roche Holding AGCHF 
Nestlé SACHF 
Zurich Insurance Group LtdCHF 
UBS Group AGCHF 
Please note that this is an indication.

Documents

Key data
Yield max.12.39%
Yield max. p.a.6.87%
Riskbuffer39.38%
Interest
Coupon (Coupon p.a.)11.5479% (5.75%)
Accrued interest1.07%
Premium component11.5479%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing05/11/2021
First Trading Day09/11/2021
Payment date10/11/2021
Final fixing06/11/2023
Redemption13/11/2023
Barrier reachedno

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 120.84CHF 123.18CHF 73.91
CHF 365.00CHF 364.30CHF 218.58
CHF 17.815CHF 16.74CHF 10.044
CHF 434.90CHF 412.30CHF 247.40

No chart available

Key data
Yield max.12.39%
Yield max. p.a.6.87%
Riskbuffer39.38%
Interest
Coupon (Coupon p.a.)11.5479% (5.75%)
Accrued interest1.07%
Premium component11.5479%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing05/11/2021
First Trading Day09/11/2021
Payment date10/11/2021
Final fixing06/11/2023
Redemption13/11/2023
Barrier reachedno
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

100.00%
Barrier60.00%
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