derinet® Switzerland
Back

12.55% (25.10% p.a.) Barrier Reverse Convertible on Alcoa Corporation

  • Valor 114513853
  • ISIN CH1145138538
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.)12.55% (25.10%)
Accrued interest3.97%
Premium component12.4290%
Interest share0.121%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing16/11/2021
First Trading Day18/11/2021
Payment date23/11/2021
Final fixing16/05/2022
Redemption23/05/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 56.21USD 48.07USD 43.26

No chart available

Interest
Coupon (Coupon p.a.)12.55% (25.10%)
Accrued interest3.97%
Premium component12.4290%
Interest share0.121%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing16/11/2021
First Trading Day18/11/2021
Payment date23/11/2021
Final fixing16/05/2022
Redemption23/05/2022
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 48.07
BarrierUSD 43.26 (90.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Alcoa Corp.
US0138721065
Spot reference priceUSD 48.07
Ratio20.803
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