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7.65% (15.30% p.a.) Barrier Reverse Convertible on Occidental Petroleum Corporation (Quanto CHF)

  • Valor 114513943
  • ISIN CH1145139437
Bid (indicative)%
Ask (indicative)%
CurrencyCHF
Price on
  • Quanto
  • Barrier observation at the end
Occidental Petroleum CorporationUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)7.65% (15.30%)
Accrued interest2.68%
Premium component7.6500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing17/11/2021
First Trading Day19/11/2021
Payment date24/11/2021
Final fixing17/05/2022
Redemption24/05/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 37.06USD 31.65USD 23.74

No chart available

Interest
Coupon (Coupon p.a.)7.65% (15.30%)
Accrued interest2.68%
Premium component7.6500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing17/11/2021
First Trading Day19/11/2021
Payment date24/11/2021
Final fixing17/05/2022
Redemption24/05/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
QuantoYes
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 31.65
BarrierUSD 23.74 (75.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Occidental Petroleum
US6745991058
Spot reference priceUSD 31.65
Ratio31.59558
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