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6.50% p.a. Barrier Reverse Convertible on Volkswagen AG

  • Valor 114116870
  • ISIN CH1141168703
  • Symbol RVOAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
  • (Issuer) Callable
VolkswagenEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)8.125% (6.50%)
Premium component8.1250%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing21/01/2022
First Trading Day27/01/2022
Payment date28/01/2022
Final fixing21/04/2023
Redemption28/04/2023
Early Redemption
Next observation day21/10/2022
Observation day after next23/01/2023

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 183.60EUR 187.62EUR 121.95

No chart available

Interest
Coupon (Coupon p.a.)8.125% (6.50%)
Premium component8.1250%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing21/01/2022
First Trading Day27/01/2022
Payment date28/01/2022
Final fixing21/04/2023
Redemption28/04/2023
Early Redemption
Next observation day21/10/2022
Observation day after next23/01/2023
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 187.62
BarrierEUR 121.95 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Volkswagen
DE0007664039
Spot reference priceEUR 187.62
Ratio5.32992
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program