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12.00% p.a. Autocallable Reverse Convertible on Alibaba Group Holding Limited

  • Valor 124603212
  • ISIN CH1246032127
Bid (indicative)-
Ask (indicative)-
CurrencyUSD
  • Autocallable
Alibaba Group Holding LimitedUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.00% (12.00%)
Premium component3.5280%
Interest share2.472%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 10.00
Next Coupon Payment Day15/06/2023
Interval (in months)1
Life cycle
Initial fixing08/02/2023
First Trading Day10/02/2023
Payment date15/02/2023
Final fixing08/08/2023
Redemption15/08/2023
Autocall
Autocall LevelUSD 104.22
Autocall Level (in %)100.00%
Next observation date08/06/2023
Übernächster Beobachtungstag10/07/2023
Sustainability feature
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Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
USD 84.27USD 78.17

No chart available

Interest
Coupon (Coupon p.a.)6.00% (12.00%)
Premium component3.5280%
Interest share2.472%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 10.00
Next Coupon Payment Day15/06/2023
Interval (in months)1
Life cycle
Initial fixing08/02/2023
First Trading Day10/02/2023
Payment date15/02/2023
Final fixing08/08/2023
Redemption15/08/2023
Autocall
Autocall LevelUSD 104.22
Autocall Level (in %)100.00%
Next observation date08/06/2023
Übernächster Beobachtungstag10/07/2023
Sustainability feature
--
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
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 78.17
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 104.22
COSINo
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