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12.25% (12.49% p.a.) Barrier Reverse Convertible on American Express Company

  • Valor 120074667
  • ISIN CH1200746670
  • Symbol RAXAEV
Bid (indicative)-
Ask (indicative)-
CurrencyUSD
Price on-
American Express CompanyUSD 
Please note that this is an indication.

Documents

Key data
End of subscription22/09/2022
Barrier reachedno
Interest
Coupon (Coupon p.a.)12.25% (12.49%)
Accrued interest0.00%
Premium component7.9561%
Interest share4.2939%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/09/2022
First Trading Day28/09/2022
Payment date29/09/2022
Final fixing15/09/2023
Redemption22/09/2023

Current price information

IntradaySince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 140.26USD 145.47USD 94.56

No chart available

Key data
End of subscription22/09/2022
Barrier reachedno
Interest
Coupon (Coupon p.a.)12.25% (12.49%)
Accrued interest0.00%
Premium component7.9561%
Interest share4.2939%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/09/2022
First Trading Day28/09/2022
Payment date29/09/2022
Final fixing15/09/2023
Redemption22/09/2023
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 145.47
BarrierUSD 94.56 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
American Express
US0258161092
Spot reference priceUSD 145.47
Ratio6.87427
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