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18.50% p.a. Barrier Reverse Convertible on Alcoa Corporation

  • Valor 120073441
  • ISIN CH1200734411
  • Symbol RAAAIV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • (Issuer) Callable
Alcoa CorporationUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)23.125% (18.50%)
Premium component17.9070%
Interest share5.218%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing16/09/2022
First Trading Day22/09/2022
Payment date23/09/2022
Final fixing18/12/2023
Redemption26/12/2023
Early Redemption
Next observation day16/06/2023
Observation day after next19/09/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 47.28USD 42.46USD 21.2354.62%

No chart available

Interest
Coupon (Coupon p.a.)23.125% (18.50%)
Premium component17.9070%
Interest share5.218%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing16/09/2022
First Trading Day22/09/2022
Payment date23/09/2022
Final fixing18/12/2023
Redemption26/12/2023
Early Redemption
Next observation day16/06/2023
Observation day after next19/09/2023
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 42.46
BarrierUSD 21.23 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alcoa Corp.
US0138721065
Spot reference priceUSD 42.46
Ratio23.55158
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