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6.57% (6.50% p.a.) Barrier Reverse Convertible on Holcim, Nestlé, Roche, UBS Group

  • Valor 114513688
  • ISIN CH1145136888
  • Symbol RMCRMV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Roche Holding AGCHF 
Nestlé SACHF 
Holcim LtdCHF 
UBS Group AGCHF 
Please note that this is an indication.

Documents

Key data
Yield max.4.85%
Yield max. p.a.5.69%
Riskbuffer35.32%
Interest
Coupon (Coupon p.a.)6.5722% (6.50%)
Accrued interest0.88%
Premium component6.5722%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/11/2021
First Trading Day30/11/2021
Payment date01/12/2021
Final fixing28/11/2022
Redemption05/12/2022
Barrier reachedno

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 51.20CHF 46.27CHF 30.08
CHF 121.20CHF 120.50CHF 78.33
CHF 365.10CHF 358.60CHF 233.09
CHF 17.68CHF 15.615CHF 10.15

No chart available

Key data
Yield max.4.85%
Yield max. p.a.5.69%
Riskbuffer35.32%
Interest
Coupon (Coupon p.a.)6.5722% (6.50%)
Accrued interest0.88%
Premium component6.5722%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/11/2021
First Trading Day30/11/2021
Payment date01/12/2021
Final fixing28/11/2022
Redemption05/12/2022
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%
Barrier65.00%
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