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10.77% (10.75% p.a.) Barrier Reverse Convertible on ArcelorMittal S.A.

  • Valor 115645967
  • ISIN CH1156459674
  • Symbol RMTAFV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
ArcelorMittal S.A.EUR 
Please note that this is an indication.

Documents

Key data
Yield max.0.20%
Yield max. p.a.3.98%
Barrier reachedno
Riskbuffer35.10%
Interest
Coupon (Coupon p.a.)10.7799% (10.75%)
Accrued interest10.24%
Premium component10.7799%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing09/02/2022
First Trading Day11/02/2022
Payment date14/02/2022
Final fixing08/02/2023
Redemption15/02/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 29.23EUR 29.51EUR 19.17835.10%

No chart available

Key data
Yield max.0.20%
Yield max. p.a.3.98%
Barrier reachedno
Riskbuffer35.10%
Interest
Coupon (Coupon p.a.)10.7799% (10.75%)
Accrued interest10.24%
Premium component10.7799%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing09/02/2022
First Trading Day11/02/2022
Payment date14/02/2022
Final fixing08/02/2023
Redemption15/02/2023
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 29.51
BarrierEUR 19.178 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ArcelorMittal
LU1598757687
Spot reference priceEUR 29.51
Ratio33.89256
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