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11.95% (11.91% p.a.) Barrier Reverse Convertible on Airbus SE (Quanto USD)

  • Valor 123396404
  • ISIN CH1233964043
Bid (indicative)-
Ask (indicative)-
CurrencyUSD
  • Quanto
  • Barrier observation at the end
Airbus SEEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)11.95% (11.91%)
Accrued interest8.97%
Premium component7.0704%
Interest share4.8796%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/12/2022
First Trading Day22/12/2022
Payment date28/12/2022
Final fixing20/12/2023
Redemption29/12/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 126.98EUR 110.75EUR 83.06

No chart available

Interest
Coupon (Coupon p.a.)11.95% (11.91%)
Accrued interest8.97%
Premium component7.0704%
Interest share4.8796%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/12/2022
First Trading Day22/12/2022
Payment date28/12/2022
Final fixing20/12/2023
Redemption29/12/2023
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
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

EUR 110.75
BarrierEUR 83.06 (75.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Airbus
NL0000235190
Spot reference priceEUR 110.75
Ratio9.02935
ListingNone
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