derinet® Switzerland
Product names from:
VontobelSVSP
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3.60% (3.32% p.a.) Defender VONTI on Roche Holding AG

  • Valor 49832613
  • ISIN CH0498326138
  • Symbol RROAAV
sustainable
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Roche Holding AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)3.60% (3.32%)
Accrued interest2.66%
Premium component3.6000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing18/10/2019
First Trading Day24/10/2019
Payment date25/10/2019
Final fixing18/11/2020
Redemption25/11/2020

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 315.40CHF 289.35CHF 231.48

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Interest
Coupon (Coupon p.a.)3.60% (3.32%)
Accrued interest2.66%
Premium component3.6000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing18/10/2019
First Trading Day24/10/2019
Payment date25/10/2019
Final fixing18/11/2020
Redemption25/11/2020
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 289.35
BarrierCHF 231.48 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Roche
CH0012032048
Spot reference priceCHF 289.35
Ratio3.45602
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