derinet® Switzerland
Product names from:
VontobelSVSP
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3.60% (3.60% p.a.) Barrier Reverse Convertible on Nestlé SA

  • Valor 49829701
  • ISIN CH0498297016
  • Symbol RNEABV
sustainable
Bid (indicative)%
Ask (indicative)%
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Nestlé SACHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)3.60% (3.60%)
Accrued interest0.05%
Premium component3.6000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing09/09/2019
Payment date16/09/2019
Last trading day09/09/2020
Final fixing09/09/2020
Redemption16/09/2020

Current price information

Intraday1 weekSince emission
until
I18N_ProductUnderlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 106.26CHF 112.30CHF 89.84

No chart available

Interest
Coupon (Coupon p.a.)3.60% (3.60%)
Accrued interest0.05%
Premium component3.6000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing09/09/2019
Payment date16/09/2019
Last trading day09/09/2020
Final fixing09/09/2020
Redemption16/09/2020
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 112.30
BarrierCHF 89.84 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Nestlé
CH0038863350
Spot reference priceCHF 112.30
COSINo
ListingSIX Structured Products Exchange
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