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4.31% (4.30% p.a.) Barrier Reverse Convertible on ABB Ltd

  • Valor 115643175
  • ISIN CH1156431756
  • Symbol RABAVV
Bid (indicative)%
Ask (indicative)%
CurrencyCHF
Price on
Sell
Buy
  • Product with sustainability features
ABB LtdCHF 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer17.69%
Interest
Coupon (Coupon p.a.)4.3119% (4.30%)
Accrued interest2.47%
Premium component4.3119%
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

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 29.00CHF 34.10CHF 23.8717.69%

No chart available

Key data
Barrier reachedno
Riskbuffer17.69%
Interest
Coupon (Coupon p.a.)4.3119% (4.30%)
Accrued interest2.47%
Premium component4.3119%
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 34.10
BarrierCHF 23.87 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ABB
CH0012221716
Spot reference priceCHF 34.10
Ratio29.32551
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