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9.25% (18.50% p.a.) Barrier Reverse Convertible on Twitter Inc.

  • Valor 114514441
  • ISIN CH1145144411
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
  • Barrier observation at the end
Twitter Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)9.25% (18.50%)
Accrued interest2.93%
Premium component9.1174%
Interest share0.1326%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/11/2021
First Trading Day24/11/2021
Payment date30/11/2021
Final fixing23/05/2022
Redemption31/05/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 33.62USD 46.98USD 42.28

No chart available

Interest
Coupon (Coupon p.a.)9.25% (18.50%)
Accrued interest2.93%
Premium component9.1174%
Interest share0.1326%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/11/2021
First Trading Day24/11/2021
Payment date30/11/2021
Final fixing23/05/2022
Redemption31/05/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 5,000.00
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 46.98
BarrierUSD 42.28 (90.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Twitter
US90184L1026
Spot reference priceUSD 46.98
Ratio106.42827
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