derinet® Switzerland
Product names from:
VontobelSVSP
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USD 3M-LIBOR + 3.20% p.a. Floater Multi Defender VONTI on EURO STOXX 50® Index, S&P 500® Index, SMI® (Swiss Market Index) (Quanto USD)

  • Valor 33459494
  • ISIN CH0334594949
  • Symbol
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
  • Quanto
S&P 500® Index USD 
SMI® (Swiss Market Index)CHF 
EURO STOXX 50® IndexEUR 
Please note that this is an indication.

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Floater Multi Defender VONTIS Bull

Your Idea

  • You expect a certain group of underlyings to trade rangebound or to appreciate mildly.
  • You want to earn an attractive return while securing loss protection up to a defined price level.
  • You want to participate in rising interest rates in the near term

Our solution

  • Variable coupon payments tied to a reference interest rate
  • The barriers determine the probability at which the nominal value will be paid out on redemption.
Payoff profile at maturity
  • If none of the underlyings touched the barrier, the nominal value is paid out on redemption.
  • If one or more underlyings touched the barrier and close above or at the strike price at maturity, the nominal value is paid out on redemption.
  • If one of the underlyings touched the barrier and at least one underlying closes below the strike price, a cash equivalent of the final fixing price of the worst-performing underlying is paid out.
  • The variable coupons are paid out on their due dates in any event.

Risks

  • An investment in a Floater Multi Defender Vonti entails the same risk as a direct investment in the underlyings if one of them touched the barrier during the lifetime of the product and closes below the strike price on the expiration date.
  • Issuer risk
  • Market and currency risk

Profit/loss diagram

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

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