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11.75% (23.37% p.a.) Barrier Reverse Convertible on Alcoa Corporation

  • Valor 114511801
  • ISIN CH1145118019
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
  • Barrier observation at the end
Alcoa CorporationUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)11.75% (23.37%)
Accrued interest5.45%
Premium component11.6541%
Interest share0.0959%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing27/10/2021
First Trading Day29/10/2021
Payment date03/11/2021
Final fixing27/04/2022
Redemption04/05/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 58.03USD 45.60USD 41.04

No chart available

Interest
Coupon (Coupon p.a.)11.75% (23.37%)
Accrued interest5.45%
Premium component11.6541%
Interest share0.0959%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing27/10/2021
First Trading Day29/10/2021
Payment date03/11/2021
Final fixing27/04/2022
Redemption04/05/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
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

USD 45.60
BarrierUSD 41.04 (90.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Alcoa Corp.
US0138721065
Spot reference priceUSD 45.60
Ratio21.92982
ListingNone
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