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11.85% (11.85% p.a.) Barrier Reverse Convertible on BNP Paribas (Quanto USD)

  • Valor 120071840
  • ISIN CH1200718406
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
Currencyusd
Price on
  • Quanto
  • Barrier observation at the end
  • Product with sustainability features
BNP ParibasEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)11.85% (11.85%)
Accrued interest1.19%
Premium component8.4475%
Interest share3.4025%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing15/08/2022
First Trading Day17/08/2022
Payment date22/08/2022
Final fixing15/08/2023
Redemption22/08/2023

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 43.35EUR 49.69EUR 37.27

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Interest
Coupon (Coupon p.a.)11.85% (11.85%)
Accrued interest1.19%
Premium component8.4475%
Interest share3.4025%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing15/08/2022
First Trading Day17/08/2022
Payment date22/08/2022
Final fixing15/08/2023
Redemption22/08/2023
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueusd 1,000.00
Reference currencyusd
QuantoYes
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

EUR 49.69
BarrierEUR 37.27 (75.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
BNP Paribas
FR0000131104
Spot reference priceEUR 49.69
Ratio20.12477
ListingNone
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