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12.70% (25.54% p.a.) Barrier Reverse Convertible on NIO Inc.

  • Valor 114514552
  • ISIN CH1145145525
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
  • Barrier observation at the end
NIO Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)12.70% (25.54%)
Accrued interest3.90%
Premium component12.5657%
Interest share0.1343%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing23/11/2021
First Trading Day25/11/2021
Payment date01/12/2021
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 22.66USD 42.01USD 31.51

No chart available

Interest
Coupon (Coupon p.a.)12.70% (25.54%)
Accrued interest3.90%
Premium component12.5657%
Interest share0.1343%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing23/11/2021
First Trading Day25/11/2021
Payment date01/12/2021
Final fixing23/05/2022
Redemption31/05/2022
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 42.01
BarrierUSD 31.51 (75.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
NIO
US62914V1061
Spot reference priceUSD 42.01
Ratio23.80386
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