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20.00% p.a. Barrier Reverse Convertible on BioNTech, Merck, Moderna, Pfizer

  • Valor 115642244
  • ISIN CH1156422441
  • Symbol RMB15V
Bid (indicative)-
Ask (indicative)-
CurrencyUSD
Price on-
  • (Issuer) Callable
Merck & Co. Inc.USD 
Pfizer Inc.USD 
Moderna Inc.USD 
BioNTech SEUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)20.00% (20.00%)
Premium component19.4856%
Interest share0.5144%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing21/01/2022
First Trading Day27/01/2022
Payment date28/01/2022
Final fixing23/01/2023
Redemption30/01/2023

Current price information

IntradaySince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 156.49USD 147.50USD 73.75
USD 79.46USD 79.98USD 39.99
USD 152.54USD 160.07USD 80.04
USD 52.54USD 52.79USD 26.40

No chart available

Interest
Coupon (Coupon p.a.)20.00% (20.00%)
Premium component19.4856%
Interest share0.5144%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing21/01/2022
First Trading Day27/01/2022
Payment date28/01/2022
Final fixing23/01/2023
Redemption30/01/2023
Figures
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
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

100.00%
Barrier50.00%
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