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8.59% (8.50% p.a.) Barrier Reverse Convertible on Basilea, Vifor Pharma, Zur Rose Group AG

  • Valor 114514394
  • ISIN CH1145143942
  • Symbol RMBV5V
sustainable
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyCHF
Price on
Sell
Barrier hit on 13/01/2022 at 16:41
  • sustainable
Basilea Pharmaceutica Ltd.CHF 
Vifor Pharma AGCHF 
Zur Rose Group AGCHF 
Please note that this is an indication.

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Key data
Yield max.63.52%
Yield max. p.a.72.82%
Riskbuffer0.97%
Interest
Coupon (Coupon p.a.)8.5944% (8.50%)
Accrued interest0.99%
Premium component8.5944%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing03/12/2021
First Trading Day07/12/2021
Payment date08/12/2021
Final fixing05/12/2022
Redemption12/12/2022
Barrier reached13/01/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 46.56CHF 37.14CHF 22.28
CHF 161.90CHF 119.75CHF 71.85
CHF 201.00CHF 333.50CHF 200.10

No chart available

Key data
Yield max.63.52%
Yield max. p.a.72.82%
Riskbuffer0.97%
Interest
Coupon (Coupon p.a.)8.5944% (8.50%)
Accrued interest0.99%
Premium component8.5944%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing03/12/2021
First Trading Day07/12/2021
Payment date08/12/2021
Final fixing05/12/2022
Redemption12/12/2022
Barrier reached13/01/2022
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

100.00%
Barrier60.00%
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

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