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11.44% p.a. Barrier Reverse Convertible on ABB/Accelleron Basket, Givaudan, Holcim, Novartis

  • Valor 116618656
  • ISIN CH1166186564
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyCHF
Price on
  • Autocallable
  • Product with sustainability features
Novartis AGCHF 
Givaudan SACHF 
Holcim LtdCHF 
ABB/Accelleron BasketCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)13.3518% (11.44%)
Premium component13.3518%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 47.68
Next Coupon Payment Day16/12/2022
Interval (in months)1
Life cycle
Initial fixing09/03/2022
First Trading Day11/03/2022
Payment date16/03/2022
Final fixing09/05/2023
Redemption16/05/2023
Barrier reachedno
Autocall
Autocall Level (in %)95.00%
Next observation date09/12/2022
Übernächster Beobachtungstag09/01/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 30.82525CHF 27.59CHF 19.92
CHF 3,251.00CHF 3,235.00CHF 2,336.00
CHF 49.34CHF 39.18CHF 28.29
CHF 83.03CHF 67.89CHF 49.03

No chart available

Interest
Coupon (Coupon p.a.)13.3518% (11.44%)
Premium component13.3518%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 47.68
Next Coupon Payment Day16/12/2022
Interval (in months)1
Life cycle
Initial fixing09/03/2022
First Trading Day11/03/2022
Payment date16/03/2022
Final fixing09/05/2023
Redemption16/05/2023
Barrier reachedno
Autocall
Autocall Level (in %)95.00%
Next observation date09/12/2022
Übernächster Beobachtungstag09/01/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 5,000.00
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

90.00%
Barrier65.00%
Barrier observationcontinuous
ListingNone
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