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11.12% (11.00% p.a.) Barrier Reverse Convertible on Idorsia, Lonza, Zur Rose Group AG

  • Valor 113447212
  • ISIN CH1134472120
  • Symbol RMCP0V
sustainable
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyCHF
Price on
Sell
Barrier hit on 17/01/2022 at 09:30
  • sustainable
Lonza Group AGCHF 
Idorsia LtdCHF 
Zur Rose Group AGCHF 
Please note that this is an indication.

Documents

Key data
Yield max.68.27%
Yield max. p.a.85.93%
Riskbuffer7.10%
Interest
Coupon (Coupon p.a.)11.1222% (11.00%)
Accrued interest2.14%
Premium component11.1222%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing05/11/2021
First Trading Day09/11/2021
Payment date10/11/2021
Final fixing07/11/2022
Redemption14/11/2022
Barrier reached17/01/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 22.04CHF 18.47CHF 10.16
CHF 657.20CHF 712.60CHF 391.90
CHF 201.00CHF 341.50CHF 187.80

No chart available

Key data
Yield max.68.27%
Yield max. p.a.85.93%
Riskbuffer7.10%
Interest
Coupon (Coupon p.a.)11.1222% (11.00%)
Accrued interest2.14%
Premium component11.1222%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing05/11/2021
First Trading Day09/11/2021
Payment date10/11/2021
Final fixing07/11/2022
Redemption14/11/2022
Barrier reached17/01/2022
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

100.00%
Barrier55.00%
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

Documents