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12.05% (12.05% p.a.) Barrier Reverse Convertible on Activision Blizzard Inc.

  • Valor 115642492
  • ISIN CH1156424926
  • Symbol RATAEV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
Activision Blizzard Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)12.05% (12.05%)
Accrued interest10.24%
Premium component11.5371%
Interest share0.5129%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing11/01/2022
First Trading Day18/01/2022
Payment date19/01/2022
Final fixing11/01/2023
Redemption19/01/2023
Sustainability feature
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Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 73.47USD 64.61USD 48.46

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Interest
Coupon (Coupon p.a.)12.05% (12.05%)
Accrued interest10.24%
Premium component11.5371%
Interest share0.5129%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing11/01/2022
First Trading Day18/01/2022
Payment date19/01/2022
Final fixing11/01/2023
Redemption19/01/2023
Sustainability feature
--
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 64.61
BarrierUSD 48.46 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Activision Blizzard
US00507V1098
Spot reference priceUSD 64.61
Ratio15.47748
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