derinet® Switzerland
Product names from:
VontobelSVSP
Back

10.25% (5.12% p.a.) Barrier Reverse Convertible on ABB Ltd

  • Valor 48980786
  • ISIN CH0489807864
sustainable
Bid (indicative)%
Size
Ask (indicative)-
CurrencyCHF
Price on
Barrier hit on 16/03/2020 at 09:25
  • sustainable
ABB LtdCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)10.25% (5.12%)
Accrued interest4.89%
Premium component10.2500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing12/08/2019
Payment date19/08/2019
Last trading day12/08/2021
Final fixing12/08/2021
Redemption19/08/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 23.71CHF 18.20CHF 14.56

No chart available

Interest
Coupon (Coupon p.a.)10.25% (5.12%)
Accrued interest4.89%
Premium component10.2500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing12/08/2019
Payment date19/08/2019
Last trading day12/08/2021
Final fixing12/08/2021
Redemption19/08/2021
Figures
Product typeDefender VONTI
SSPA categorisationBarriere Reverse 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 18.20
BarrierCHF 14.56 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ABB
CH0012221716
Spot reference priceCHF 18.20
COSINo
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

Documents