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14.85% (15.01% p.a.) Barrier Reverse Convertible on Alibaba Group Holding Ltd.

  • Valor 118299183
  • ISIN CH1182991831
  • Symbol RBABQV
Bid (indicative)-
Ask (indicative)-
CurrencyUSD
Price on-
Alibaba Group Holding Ltd.USD 
Please note that this is an indication.

Documents

Key data
End of subscription23/06/2022
Barrier reachedno
Interest
Coupon (Coupon p.a.)14.85% (15.01%)
Accrued interest0.00%
Premium component11.8825%
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

Current price information

IntradaySince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 117.62USD 111.28USD 55.64

No chart available

Key data
End of subscription23/06/2022
Barrier reachedno
Interest
Coupon (Coupon p.a.)14.85% (15.01%)
Accrued interest0.00%
Premium component11.8825%
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
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 111.28
BarrierUSD 55.64 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 111.28
Ratio8.98634
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