derinet® Switzerland
Product names from:
VontobelSVSP
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2.95% (5.90% p.a.) Barrier Reverse Convertible on ABB Ltd

  • Valor 39102278
  • ISIN CH0391022784
sustainable
Product expired on 13/02/2020
  • sustainable
ABB LtdCHF 
Please note that this is an indication.

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Interest
Coupon (Coupon p.a.)2.95% (5.90%)
Premium component2.9500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing13/08/2019
First Trading Day15/08/2019
Payment date20/08/2019
Final fixing13/02/2020
Redemption20/02/2020

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 22.25CHF 18.02CHF 15.30

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Interest
Coupon (Coupon p.a.)2.95% (5.90%)
Premium component2.9500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing13/08/2019
First Trading Day15/08/2019
Payment date20/08/2019
Final fixing13/02/2020
Redemption20/02/2020
Figures
Product typeDefender VONTI
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
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

CHF 18.02
BarrierCHF 15.30 (84.91%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ABB
CH0012221716
Spot reference priceCHF 18.02
Ratio55.4939
ListingNone
Additional conditions
IssuerBasler Kantonalbank
GuarantorBasler Kantonalbank
Lead ManagerBasler Kantonalbank
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program

Documents