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6.96% (7.00% p.a.) Barrier Reverse Convertible on ABB/Accelleron Basket, Nestlé, Novartis, Roche, Zurich Insurance

  • Valor 114516895
  • ISIN CH1145168956
  • Symbol RMASXV
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyCHF
Price on
Sell
  • Product with sustainability features
Novartis AGCHF 
Roche Holding AGCHF 
Nestlé SACHF 
Zurich Insurance Group LtdCHF 
ABB/Accelleron BasketCHF 
Please note that this is an indication.

Documents

Key data
Yield max.0.91%
Yield max. p.a.9.93%
Riskbuffer20.55%
Interest
Coupon (Coupon p.a.)6.9611% (7.00%)
Accrued interest6.18%
Premium component6.9611%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing07/01/2022
First Trading Day13/01/2022
Payment date14/01/2022
Final fixing05/01/2023
Redemption12/01/2023
Barrier reachedno
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 30.47225CHF 35.01CHF 22.76
CHF 113.72CHF 124.46CHF 80.90
CHF 84.10CHF 81.73CHF 53.12
CHF 310.00CHF 376.95CHF 245.02
CHF 453.70CHF 420.00CHF 273.00

No chart available

Key data
Yield max.0.91%
Yield max. p.a.9.93%
Riskbuffer20.55%
Interest
Coupon (Coupon p.a.)6.9611% (7.00%)
Accrued interest6.18%
Premium component6.9611%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing07/01/2022
First Trading Day13/01/2022
Payment date14/01/2022
Final fixing05/01/2023
Redemption12/01/2023
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%
Barrier65.00%
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