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6.65% (6.65% p.a.) Barrier Reverse Convertible on AbbVie Inc

  • Valor 115642494
  • ISIN CH1156424942
  • Symbol RABAJV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • sustainable
AbbVie IncUSD 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer29.29%
Interest
Coupon (Coupon p.a.)6.65% (6.65%)
Accrued interest0.13%
Premium component6.1371%
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

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 133.09USD 136.62USD 95.6329.29%

No chart available

Key data
Barrier reachedno
Riskbuffer29.29%
Interest
Coupon (Coupon p.a.)6.65% (6.65%)
Accrued interest0.13%
Premium component6.1371%
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
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 136.62
BarrierUSD 95.63 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
AbbVie Inc
US00287Y1091
Spot reference priceUSD 136.62
Ratio7.31957
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