derinet® Switzerland
Product names from:
VontobelSVSP
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1.10% (0.73% p.a.) Reverse Convertible on Roche Holding AG

  • Valor 39102479
  • ISIN CH0391024798
sustainable
Bid (indicative)
Ask (indicative)
CurrencyCHF
Price on
  • sustainable
Roche Holding AGCHF 
Please note that this is an indication.

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Interest
Coupon (Coupon p.a.)1.10% (0.73%)
Premium component1.1000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing16/01/2020
First Trading Day17/01/2020
Payment date23/01/2020
Final fixing16/07/2021
Redemption23/07/2021

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike Price
CHF 306.80CHF 257.21

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Interest
Coupon (Coupon p.a.)1.10% (0.73%)
Premium component1.1000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing16/01/2020
First Trading Day17/01/2020
Payment date23/01/2020
Final fixing16/07/2021
Redemption23/07/2021
Figures
Product typeVONTI
SSPA categorisationReverse Convertible
Issue price100.00%
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 257.21
Underlying/
ISIN of underlying
Roche
CH0012032048
Spot reference priceCHF 321.51
COSINo
ListingNone
Additional conditions
IssuerBasler Kantonalbank
GuarantorBasler Kantonalbank
Lead ManagerBasler Kantonalbank
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program

Documents