derinet® Switzerland
Product names from:
VontobelSVSP
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1.55% p.a. Floored Floater on the CHF 3-months LIBOR interest rate with Reference Bond

  • Valor 24173033
  • ISIN CH0241730339
  • Symbol VFNCH
Bid (indicative)%
Ask (indicative)%
CurrencyCHF
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  • Collateralized Secured Instrument
  • Reference Entities

Structured Products linked to the credit of Reference Entities are complex financial products. In addition to conventional risks such as market, currency and issuer risk (the latter being reduced due to COSI collateralization), investors bear the specific risks associated with and resulting from the respective Reference Entity. Investors are advised to ensure that they fully understand and approve of the risks associated with Structured Products with Reference Entities before purchasing such products.

CHF 3M-LIBORCHF 
Please note that this is an indication.

Documents

Floored Floaters Bull

Your Idea

  • Guaranteed coupon payments
  • Participation in rising interest rates in the near term
  • Capital protection

Our solution

  • Capital protection at maturity
  • Periodic coupon payments tied to a reference interest rate
  • Minimum coupon

Risks

  • The price can dip below the capital protection level during the lifetime of the product
  • Issuer risk
  • Market and currency risk

Profit/loss diagram

COSI®

The issuer risk is minimized by the collateralisation with COSI®. This additional protection involves a lower prospective yield.

Reference Entities

Reference bonds enable investors to earn a comparatively higher return. Simultaneously investors bear the specific risks associated with and resulting from the respective Reference Bond.

Disclaimer: Please consult the termsheet and the accompanying issue prospectus for information on the exact product functionality, product details and risks.