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6.80% (6.80% p.a.) Barrier Reverse Convertible on Alibaba Group Holding Limited (Quanto CHF)

  • Valor 120073950
  • ISIN CH1200739501
  • Symbol RBAARV
Bid (indicative)%
Ask (indicative)%
CurrencyCHF
Price on
Sell
Buy
  • Quanto
Alibaba Group Holding LimitedUSD 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer42.61%
Interest
Coupon (Coupon p.a.)6.80% (6.80%)
Accrued interest1.30%
Premium component5.3194%
Interest share1.4806%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing13/09/2022
First Trading Day19/09/2022
Payment date20/09/2022
Final fixing13/09/2023
Redemption20/09/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 79.86USD 91.66USD 45.8342.61%

No chart available

Key data
Barrier reachedno
Riskbuffer42.61%
Interest
Coupon (Coupon p.a.)6.80% (6.80%)
Accrued interest1.30%
Premium component5.3194%
Interest share1.4806%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing13/09/2022
First Trading Day19/09/2022
Payment date20/09/2022
Final fixing13/09/2023
Redemption20/09/2023
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
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

USD 91.66
BarrierUSD 45.83 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 91.66
Ratio10.90988
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program