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15.80% (15.80% p.a.) Barrier Reverse Convertible on Alibaba Group Holding Ltd.

  • Valor 118295507
  • ISIN CH1182955075
  • Symbol RBAAOV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
Alibaba Group Holding LimitedUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)15.80% (15.80%)
Accrued interest8.82%
Premium component13.6672%
Interest share2.1328%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing27/04/2022
First Trading Day03/05/2022
Payment date04/05/2022
Final fixing27/04/2023
Redemption04/05/2023
Sustainability feature
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Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 75.50USD 85.16USD 42.58

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Interest
Coupon (Coupon p.a.)15.80% (15.80%)
Accrued interest8.82%
Premium component13.6672%
Interest share2.1328%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing27/04/2022
First Trading Day03/05/2022
Payment date04/05/2022
Final fixing27/04/2023
Redemption04/05/2023
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
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

USD 85.16
BarrierUSD 42.58 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 85.16
Ratio11.7426
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