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11.25% p.a. Barrier Reverse Convertible on Citigroup, Wells Fargo

  • Valor 120070065
  • ISIN CH1200700651
  • Symbol RMBNQV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
Currencyusd
Price on
Sell
Buy
  • (Issuer) Callable
Citigroup Inc.USD 
Wells Fargo & CompanyUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)16.875% (11.25%)
Premium component12.3810%
Interest share4.494%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing29/07/2022
First Trading Day04/08/2022
Payment date05/08/2022
Final fixing29/01/2024
Redemption05/02/2024

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 44.26USD 51.90USD 25.95
USD 40.41USD 43.87USD 21.94

No chart available

Interest
Coupon (Coupon p.a.)16.875% (11.25%)
Premium component12.3810%
Interest share4.494%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing29/07/2022
First Trading Day04/08/2022
Payment date05/08/2022
Final fixing29/01/2024
Redemption05/02/2024
Figures
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
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

100.00%
Barrier50.00%
Barrier observationcontinuous
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