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5.75% p.a. Barrier Reverse Convertible on The Goldman Sachs Group, Inc.

  • Valor 115642220
  • ISIN CH1156422201
  • Symbol RGSABV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • (Issuer) Callable
The Goldman Sachs Group, Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)7.1875% (5.75%)
Premium component6.4310%
Interest share0.7565%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing21/01/2022
First Trading Day27/01/2022
Payment date28/01/2022
Final fixing21/04/2023
Redemption28/04/2023
Early Redemption
Next observation day21/10/2022
Observation day after next23/01/2023

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 347.01USD 343.91USD 223.54

No chart available

Interest
Coupon (Coupon p.a.)7.1875% (5.75%)
Premium component6.4310%
Interest share0.7565%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing21/01/2022
First Trading Day27/01/2022
Payment date28/01/2022
Final fixing21/04/2023
Redemption28/04/2023
Early Redemption
Next observation day21/10/2022
Observation day after next23/01/2023
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 343.91
BarrierUSD 223.54 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Goldman Sachs
US38141G1040
Spot reference priceUSD 343.91
Ratio2.90774
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