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2.75% p.a. Floored Floater on USD 3M-LIBOR with Reference Bond

  • Valor 34838395
  • ISIN CH0348383958
  • Symbol YMAAMV
Bid (indicative)%
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Ask (indicative)%
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CurrencyUSD
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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.

USD 3M-LIBORUSD 
Please note that this is an indication.

Documents

Key data
Coupon0.00%
Min. yield p.a. to maturity-2.17%
Interest
Coupon min p.a.2.75%
Accrued interest0.69%
Day count conventionact/360
Life cycle
Initial fixing30/01/2017
First Trading Day02/02/2017
Payment date02/02/2017
Final fixing28/01/2022
Redemption02/02/2022

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
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Key data
Coupon0.00%
Min. yield p.a. to maturity-2.17%
Interest
Coupon min p.a.2.75%
Accrued interest0.69%
Day count conventionact/360
Life cycle
Initial fixing30/01/2017
First Trading Day02/02/2017
Payment date02/02/2017
Final fixing28/01/2022
Redemption02/02/2022
Figures
SSPA categorisationReference Entity Certificate with Conditional Capital Protection
Issue price100.00%
Reference currencyUSD
QuantoNo
Capital protectionUSD 1,000.00
Capital protection100.00%
Underlying/
ISIN of underlying
USD 3M-LIBOR
Reference Entity / ISINEUR 2.375% Deutsche Bank AG 11.01.2023
DE000DB5DCS4
COSIYes
ListingSIX Structured Products Exchange
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

Documents