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14.28% p.a. Autocallable Barrier Reverse Convertible on KraneShares CSI China Internet ETF

  • Valor 129268528
  • ISIN CH1292685281
Bid (indicative)-
Ask (indicative)-
CurrencyUSD
  • Autocallable
KraneShares CSI China Internet ETFUSD 
Please note that this is an indication.

Documents

Key data
End of subscription13/09/2023
Barrier reachedno
Interest
Coupon (Coupon p.a.)14.2852% (14.28%)
Premium component8.8776%
Interest share5.4076%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 17.86
Next Coupon Payment Day20/03/2024
Interval (in months)3
Life cycle
Initial fixing13/09/2023
First Trading Day15/09/2023
Payment date20/09/2023
Final fixing13/09/2024
Redemption20/09/2024
Autocall
Autocall LevelUSD 27.81
Autocall Level (in %)100.00%
Next observation date13/03/2024
Übernächster Beobachtungstag12/06/2024
Sustainability feature
--

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 26.53USD 27.81USD 18.0834.42%

No chart available

Key data
End of subscription13/09/2023
Barrier reachedno
Interest
Coupon (Coupon p.a.)14.2852% (14.28%)
Premium component8.8776%
Interest share5.4076%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 17.86
Next Coupon Payment Day20/03/2024
Interval (in months)3
Life cycle
Initial fixing13/09/2023
First Trading Day15/09/2023
Payment date20/09/2023
Final fixing13/09/2024
Redemption20/09/2024
Autocall
Autocall LevelUSD 27.81
Autocall Level (in %)100.00%
Next observation date13/03/2024
Übernächster Beobachtungstag12/06/2024
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 500.00
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 27.81
BarrierUSD 18.08 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
KraneShares CSI China Internet ETF
US5007673065
Spot reference priceUSD 27.81
Ratio17.97914
ListingNone
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