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10.50% p.a. Autocallable Barrier Reverse Convertible on Alibaba Group Holding Limited

  • Valor 126512895
  • ISIN CH1265128954
Product expired on 10/07/2023
  • Barrier observation at the end
  • Autocallable
Alibaba Group Holding LimitedUSD 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Redemption100.00%
Repayment Date17/07/2023
Interest
Coupon (Coupon p.a.)5.25% (10.50%)
Premium component2.7048%
Interest share2.5452%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 17.50
Interval (in months)2
Life cycle
Initial fixing08/05/2023
First Trading Day10/05/2023
Payment date15/05/2023
Final fixing08/11/2023
Redemption15/11/2023
Autocall
Autocall LevelUSD 83.53
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 86.74USD 62.65USD 58.47

No chart available

Key data
Barrier reachedno
Redemption100.00%
Repayment Date17/07/2023
Interest
Coupon (Coupon p.a.)5.25% (10.50%)
Premium component2.7048%
Interest share2.5452%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 17.50
Interval (in months)2
Life cycle
Initial fixing08/05/2023
First Trading Day10/05/2023
Payment date15/05/2023
Final fixing08/11/2023
Redemption15/11/2023
Autocall
Autocall LevelUSD 83.53
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 62.65
BarrierUSD 58.47 (70.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 83.53
Ratio15.96169
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