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11.90% (16.60% p.a.) Reverse Convertible on Alcoa Corp., Freeport-McMoRan Inc., Vale (Quanto CHF)

  • Valor 116620164
  • ISIN CH1166201645
  • Symbol RMAFWV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • Triparty Collateralised Instrument
  • Quanto
Freeport-McMoRan Inc.USD 
Vale SAUSD 
Alcoa CorporationUSD 
Please note that this is an indication.

Documents

Key data
Yield max.28.30%
Yield max. p.a.727.79%
Interest
Coupon (Coupon p.a.)11.90% (16.60%)
Accrued interest10.93%
Premium component11.9000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing29/03/2022
First Trading Day05/04/2022
Payment date05/04/2022
Final fixing16/12/2022
Redemption23/12/2022
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingStrikeB. price
USD 70.32USD 87.90
USD 39.12USD 48.90
USD 15.93USD 19.91

No chart available

Key data
Yield max.28.30%
Yield max. p.a.727.79%
Interest
Coupon (Coupon p.a.)11.90% (16.60%)
Accrued interest10.93%
Premium component11.9000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing29/03/2022
First Trading Day05/04/2022
Payment date05/04/2022
Final fixing16/12/2022
Redemption23/12/2022
Sustainability feature
--
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueCHF 1,000.00
Reference currencyCHF
QuantoYes
Strike80.00%
COSINo
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