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7.07% (4.70% p.a.) Barrier Reverse Convertible on ABB Ltd

  • Valor 115643055
  • ISIN CH1156430550
  • Symbol RABAUV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • sustainable
ABB LtdCHF 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer26.64%
Interest
Coupon (Coupon p.a.)7.0761% (4.70%)
Accrued interest0.09%
Premium component7.0761%
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 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 32.86CHF 34.43CHF 24.1026.64%

No chart available

Key data
Barrier reachedno
Riskbuffer26.64%
Interest
Coupon (Coupon p.a.)7.0761% (4.70%)
Accrued interest0.09%
Premium component7.0761%
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 34.43
BarrierCHF 24.10 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ABB
CH0012221716
Spot reference priceCHF 34.43
Ratio29.04444
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