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4.65% (4.65% p.a.) Barrier Reverse Convertible on ABB Ltd

  • Valor 116619553
  • ISIN CH1166195532
sustainable
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyCHF
Price on
  • sustainable
ABB LtdCHF 
Please note that this is an indication.

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Interest
Coupon (Coupon p.a.)4.65% (4.65%)
Accrued interest1.10%
Premium component4.6500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/03/2022
First Trading Day23/03/2022
Payment date29/03/2022
Final fixing22/03/2023
Redemption29/03/2023

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 25.46CHF 32.88CHF 23.02

No chart available

Interest
Coupon (Coupon p.a.)4.65% (4.65%)
Accrued interest1.10%
Premium component4.6500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/03/2022
First Trading Day23/03/2022
Payment date29/03/2022
Final fixing22/03/2023
Redemption29/03/2023
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 32.88
BarrierCHF 23.02 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ABB
CH0012221716
Spot reference priceCHF 32.88
Ratio30.41363
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

Documents