derinet® Switzerland
Back

8.28% (5.50% p.a.) Barrier Reverse Convertible on ABB Ltd

  • Valor 115643053
  • ISIN CH1156430535
  • Symbol RABATV
Bid (indicative)%
Ask (indicative)
CurrencyCHF
Price on
Sell
Buy
Barrier hit on 17/06/2022 at 09:02
  • Product with sustainability features
ABB LtdCHF 
Please note that this is an indication.

Documents

Key data
Barrier reached17/06/2022
Riskbuffer10.93%
Interest
Coupon (Coupon p.a.)8.2806% (5.50%)
Accrued interest3.18%
Premium component8.2806%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing14/01/2022
First Trading Day18/01/2022
Payment date19/01/2022
Final fixing14/07/2023
Redemption21/07/2023

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 29.00CHF 34.44CHF 25.8310.93%

No chart available

Key data
Barrier reached17/06/2022
Riskbuffer10.93%
Interest
Coupon (Coupon p.a.)8.2806% (5.50%)
Accrued interest3.18%
Premium component8.2806%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing14/01/2022
First Trading Day18/01/2022
Payment date19/01/2022
Final fixing14/07/2023
Redemption21/07/2023
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
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

CHF 34.44
BarrierCHF 25.83 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ABB
CH0012221716
Spot reference priceCHF 34.44
Ratio29.036
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

Documents