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20.00% p.a. Barrier Reverse Convertible on Alibaba Group Holding Limited

  • Valor 121105529
  • ISIN CH1211055293
  • Symbol RBAAUV
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
Sell
Buy
  • (Issuer) Callable
Alibaba Group Holding LimitedUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)20.00% (20.00%)
Premium component15.2728%
Interest share4.7272%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing11/11/2022
First Trading Day17/11/2022
Payment date18/11/2022
Final fixing13/11/2023
Redemption20/11/2023
Early Redemption
Next observation day15/05/2023
Observation day after next14/08/2023
Sustainability feature
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Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 86.12USD 70.77USD 35.3958.91%

No chart available

Interest
Coupon (Coupon p.a.)20.00% (20.00%)
Premium component15.2728%
Interest share4.7272%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing11/11/2022
First Trading Day17/11/2022
Payment date18/11/2022
Final fixing13/11/2023
Redemption20/11/2023
Early Redemption
Next observation day15/05/2023
Observation day after next14/08/2023
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 70.77
BarrierUSD 35.39 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 70.77
Ratio14.13028
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program