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23.30% (23.56% p.a.) Barrier Reverse Convertible on American Airlines Group Inc.

  • Valor 118299239
  • ISIN CH1182992391
  • Symbol RAAANV
Bid (indicative)-
Ask (indicative)-
CurrencyUSD
Price on-
American Airlines Group Inc.USD 
Please note that this is an indication.

Documents

Key data
End of subscription23/06/2022
Barrier reachedno
Interest
Coupon (Coupon p.a.)23.30% (23.56%)
Accrued interest0.00%
Premium component20.3049%
Interest share2.9951%
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 13.90USD 12.79USD 7.03

No chart available

Key data
End of subscription23/06/2022
Barrier reachedno
Interest
Coupon (Coupon p.a.)23.30% (23.56%)
Accrued interest0.00%
Premium component20.3049%
Interest share2.9951%
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 12.79
BarrierUSD 7.03 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
American Airlines
US02376R1023
Spot reference priceUSD 12.79
Ratio78.18608
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