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22.29% p.a. Autocallable Barrier Reverse Convertible on UBISOFT Entertainment

  • Valor 124602933
  • ISIN CH1246029339
  • Symbol RUBAMV
Product expired on 07/08/2023
  • Triparty Collateralised Instrument
  • Autocallable
UBISOFT EntertainmentEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Redemption100.00%
Repayment Date14/08/2023
Interest
Coupon (Coupon p.a.)22.2912% (22.29%)
Premium component19.0680%
Interest share3.2232%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)EUR 55.73
Next Coupon Payment Day14/11/2023
Interval (in months)3
Life cycle
Initial fixing07/02/2023
First Trading Day14/02/2023
Payment date14/02/2023
Final fixing07/02/2024
Redemption14/02/2024
Autocall
Autocall LevelEUR 20.76
Autocall Level (in %)100.00%
Next observation date07/11/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 30.76EUR 20.76EUR 16.61

No chart available

Key data
Barrier reachedno
Redemption100.00%
Repayment Date14/08/2023
Interest
Coupon (Coupon p.a.)22.2912% (22.29%)
Premium component19.0680%
Interest share3.2232%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)EUR 55.73
Next Coupon Payment Day14/11/2023
Interval (in months)3
Life cycle
Initial fixing07/02/2023
First Trading Day14/02/2023
Payment date14/02/2023
Final fixing07/02/2024
Redemption14/02/2024
Autocall
Autocall LevelEUR 20.76
Autocall Level (in %)100.00%
Next observation date07/11/2023
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 20.76
BarrierEUR 16.61 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
UBISOFT Entertainment
FR0000054470
Spot reference priceEUR 20.76
Ratio48.16956
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