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9.43% (7.50% p.a.) Barrier Reverse Convertible on McDonalds, PepsiCo

  • Valor 120073852
  • ISIN CH1200738529
  • Symbol RMBOTV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • Product with sustainability features
McDonalds Corp.USD 
PepsiCo Inc.USD 
Please note that this is an indication.

Documents

Key data
Riskbuffer38.29%
Interest
Coupon (Coupon p.a.)9.4375% (7.50%)
Accrued interest0.13%
Premium component3.7587%
Interest share5.6788%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing23/09/2022
First Trading Day29/09/2022
Payment date30/09/2022
Final fixing26/12/2023
Redemption03/01/2024
Barrier reachedno

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 239.09USD 245.95USD 147.57
USD 166.00USD 168.52USD 101.11

No chart available

Key data
Riskbuffer38.29%
Interest
Coupon (Coupon p.a.)9.4375% (7.50%)
Accrued interest0.13%
Premium component3.7587%
Interest share5.6788%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing23/09/2022
First Trading Day29/09/2022
Payment date30/09/2022
Final fixing26/12/2023
Redemption03/01/2024
Barrier reachedno
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

100.00%
Barrier60.00%
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