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5.25% p.a. Barrier Reverse Convertible on Kellogg Co.

  • Valor 123399342
  • ISIN CH1233993422
  • Symbol RKAAEV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • Product with sustainability features
Kellogg Co.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)4.6958% (5.25%)
Accrued interest0.79%
Premium component0.3783%
Interest share4.3175%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/01/2023
First Trading Day30/01/2023
Payment date31/01/2023
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 65.47USD 67.53USD 43.89

No chart available

Interest
Coupon (Coupon p.a.)4.6958% (5.25%)
Accrued interest0.79%
Premium component0.3783%
Interest share4.3175%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/01/2023
First Trading Day30/01/2023
Payment date31/01/2023
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
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 67.53
BarrierUSD 43.89 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Kellogg
US4878361082
Spot reference priceUSD 67.53
Ratio14.80823
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