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5.51% (5.50% p.a.) Barrier Reverse Convertible on Swiss Life Holding AG

  • Valor 115643150
  • ISIN CH1156431509
  • Symbol RSLABV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Swiss Life Holding AGCHF 
Please note that this is an indication.

Documents

Key data
Yield max.5.39%
Yield max. p.a.5.36%
Barrier reachedno
Riskbuffer25.56%
Interest
Coupon (Coupon p.a.)5.5153% (5.50%)
Accrued interest0.00%
Premium component5.5153%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing14/01/2022
First Trading Day18/01/2022
Payment date19/01/2022
Final fixing13/01/2023
Redemption20/01/2023

Current price information

IntradaySince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 611.40CHF 605.10CHF 453.8025.56%

No chart available

Key data
Yield max.5.39%
Yield max. p.a.5.36%
Barrier reachedno
Riskbuffer25.56%
Interest
Coupon (Coupon p.a.)5.5153% (5.50%)
Accrued interest0.00%
Premium component5.5153%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing14/01/2022
First Trading Day18/01/2022
Payment date19/01/2022
Final fixing13/01/2023
Redemption20/01/2023
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 605.10
BarrierCHF 453.80 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Swiss Life
CH0014852781
Spot reference priceCHF 605.10
Ratio1.65262
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