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3.00% p.a. Reverse Convertible on Bayer AG (Quanto CHF)

  • Valor 115642826
  • ISIN CH1156428265
  • Symbol RBAAAV
Bid (indicative)-
Ask (indicative)-
CurrencyCHF
  • Quanto
Bayer AGEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.0167% (3.00%)
Accrued interest1.12%
Premium component6.0167%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing13/01/2022
First Trading Day19/01/2022
Payment date20/01/2022
Final fixing15/01/2024
Redemption22/01/2024
Sustainability feature
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Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike Price
EUR 52.28EUR 40.48

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Interest
Coupon (Coupon p.a.)6.0167% (3.00%)
Accrued interest1.12%
Premium component6.0167%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing13/01/2022
First Trading Day19/01/2022
Payment date20/01/2022
Final fixing15/01/2024
Redemption22/01/2024
Sustainability feature
--
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueCHF 10,000.00
Reference currencyCHF
QuantoYes
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

EUR 40.48
Underlying/
ISIN of underlying
Bayer
DE000BAY0017
Spot reference priceEUR 51.09
COSINo
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