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14.50% p.a. Callable Barrier Reverse Convertible on Alibaba Group Holding Limited

  • Valor 126267244
  • ISIN CH1262672442
  • Symbol RBAAKV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • (Issuer) Callable
Alibaba Group Holding LimitedUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)18.125% (14.50%)
Premium component12.0035%
Interest share6.1215%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing02/06/2023
First Trading Day08/06/2023
Payment date09/06/2023
Final fixing03/09/2024
Redemption10/09/2024
Early Redemption
Next observation day04/12/2023
Observation day after next04/03/2024
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 84.11USD 84.27USD 46.3547.22%

No chart available

Interest
Coupon (Coupon p.a.)18.125% (14.50%)
Premium component12.0035%
Interest share6.1215%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing02/06/2023
First Trading Day08/06/2023
Payment date09/06/2023
Final fixing03/09/2024
Redemption10/09/2024
Early Redemption
Next observation day04/12/2023
Observation day after next04/03/2024
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 84.27
BarrierUSD 46.35 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 84.27
Ratio11.86662
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program