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7.80% (7.75% p.a.) Barrier Reverse Convertible on Airbus SE (Quanto USD)

  • Valor 116619924
  • ISIN CH1166199245
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
  • Quanto
  • Barrier observation at the end
Airbus SEEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)7.80% (7.75%)
Accrued interest5.19%
Premium component6.1262%
Interest share1.6738%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing25/03/2022
First Trading Day29/03/2022
Payment date01/04/2022
Final fixing27/03/2023
Redemption03/04/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 110.98EUR 87.12EUR 81.68

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Interest
Coupon (Coupon p.a.)7.80% (7.75%)
Accrued interest5.19%
Premium component6.1262%
Interest share1.6738%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing25/03/2022
First Trading Day29/03/2022
Payment date01/04/2022
Final fixing27/03/2023
Redemption03/04/2023
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
QuantoYes
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 87.12
BarrierEUR 81.68 (75.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Airbus
NL0000235190
Spot reference priceEUR 108.90
Ratio11.47842
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