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11.50% p.a. Barrier Reverse Convertible on Idorsia Ltd

  • Valor 114116872
  • ISIN CH1141168729
  • Symbol RIDAAV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • (Issuer) Callable
  • sustainable
Idorsia LtdCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)11.50% (11.50%)
Premium component11.5000%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing21/01/2022
First Trading Day27/01/2022
Payment date28/01/2022
Final fixing23/01/2023
Redemption30/01/2023
Early Redemption
Next observation day22/07/2022
Observation day after next24/10/2022

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 21.02CHF 21.38CHF 10.69

No chart available

Interest
Coupon (Coupon p.a.)11.50% (11.50%)
Premium component11.5000%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing21/01/2022
First Trading Day27/01/2022
Payment date28/01/2022
Final fixing23/01/2023
Redemption30/01/2023
Early Redemption
Next observation day22/07/2022
Observation day after next24/10/2022
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

CHF 21.38
BarrierCHF 10.69 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Idorsia
CH0363463438
Spot reference priceCHF 21.38
Ratio46.77268
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program