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11.61% (5.75% p.a.) Barrier Reverse Convertible on ABB/Accelleron Basket, Nestlé, Roche, Zurich Insurance

  • Valor 114516225
  • ISIN CH1145162256
  • Symbol RMBGPV
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
  • Product with sustainability features
Roche Holding AGCHF 
Nestlé SACHF 
Zurich Insurance Group LtdCHF 
ABB/Accelleron BasketCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)11.6118% (5.75%)
Accrued interest8.11%
Premium component11.6118%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing23/12/2021
First Trading Day29/12/2021
Payment date28/12/2021
Final fixing27/12/2023
Redemption05/01/2024
Barrier reachedno
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 34.813CHF 34.63CHF 20.78
CHF 112.06CHF 127.04CHF 76.22
CHF 290.70CHF 376.45CHF 225.87
CHF 425.60CHF 398.00CHF 238.80

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Interest
Coupon (Coupon p.a.)11.6118% (5.75%)
Accrued interest8.11%
Premium component11.6118%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing23/12/2021
First Trading Day29/12/2021
Payment date28/12/2021
Final fixing27/12/2023
Redemption05/01/2024
Barrier reachedno
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
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