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6.00% p.a. Barrier Reverse Convertible on Apple Inc.

  • Valor 115642223
  • ISIN CH1156422235
  • Symbol RAAACV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • (Issuer) Callable
  • sustainable
Apple Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)7.50% (6.00%)
Premium component6.7435%
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 170.33USD 162.41USD 105.57

No chart available

Interest
Coupon (Coupon p.a.)7.50% (6.00%)
Premium component6.7435%
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 162.41
BarrierUSD 105.57 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Apple
US0378331005
Spot reference priceUSD 162.41
Ratio6.15726
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