derinet® Switzerland
Product names from:
VontobelSVSP
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11.20% (11.20% p.a.) Barrier Reverse Convertible on Amazon.com Inc.

  • Valor 44192401
  • ISIN CH0441924013
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
Amazon.com Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)11.20% (11.20%)
Accrued interest0.03%
Premium component10.8680%
Interest share0.332%
Day count convention30/360
Pricingclean
Coupon Payment
Coupon (per Coupon Payment Day)USD 560.00
Life cycle
Initial fixing13/01/2021
First Trading Day15/01/2021
Payment date21/01/2021
Final fixing13/01/2022
Redemption21/01/2022

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 3,292.23USD 3,172.00USD 2,537.60

No chart available

Interest
Coupon (Coupon p.a.)11.20% (11.20%)
Accrued interest0.03%
Premium component10.8680%
Interest share0.332%
Day count convention30/360
Pricingclean
Coupon Payment
Coupon (per Coupon Payment Day)USD 560.00
Life cycle
Initial fixing13/01/2021
First Trading Day15/01/2021
Payment date21/01/2021
Final fixing13/01/2022
Redemption21/01/2022
Figures
Product typeDefender VONTI
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 5,000.00
Reference currencyUSD
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

USD 3,172.00
BarrierUSD 2,537.60 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Amazon.com
US0231351067
Spot reference priceUSD 3,172.00
Ratio1.57629
ListingNone
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program