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18.45% (18.65% p.a.) Barrier Reverse Convertible on Alcoa Corporation

  • Valor 118299181
  • ISIN CH1182991815
  • Symbol RAAAMV
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
Sell
Buy
Alcoa CorporationUSD 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer49.65%
Interest
Coupon (Coupon p.a.)18.45% (18.65%)
Accrued interest8.13%
Premium component15.4825%
Interest share2.9675%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing23/06/2022
First Trading Day29/06/2022
Payment date30/06/2022
Final fixing16/06/2023
Redemption26/06/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 46.60USD 47.00USD 23.5049.65%

No chart available

Key data
Barrier reachedno
Riskbuffer49.65%
Interest
Coupon (Coupon p.a.)18.45% (18.65%)
Accrued interest8.13%
Premium component15.4825%
Interest share2.9675%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing23/06/2022
First Trading Day29/06/2022
Payment date30/06/2022
Final fixing16/06/2023
Redemption26/06/2023
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 47.00
BarrierUSD 23.50 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alcoa Corp.
US0138721065
Spot reference priceUSD 47.00
Ratio21.2766
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