derinet® Switzerland
Product names from:
VontobelSVSP
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6.00% p.a. Defender VONTI on Bank of America Corporation

  • Valor 49833452
  • ISIN CH0498334520
  • Symbol RBAAJV
Bid (indicative)%
Size
Ask (indicative)-
CurrencyUSD
Price on
Sell
Barrier hit on 23/03/2020 at 17:12
Bank of America CorporationUSD 
Please note that this is an indication.

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Key data
Yield max.18.39%
Yield max. p.a.65.56%
Barrier reached23/03/2020
Interest
Coupon (Coupon p.a.)6.5065% (6.00%)
Accrued interest1.32%
Premium component4.4165%
Interest share2.09%
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
USD 26.35USD 30.35USD 18.21

No chart available

Key data
Yield max.18.39%
Yield max. p.a.65.56%
Barrier reached23/03/2020
Interest
Coupon (Coupon p.a.)6.5065% (6.00%)
Accrued interest1.32%
Premium component4.4165%
Interest share2.09%
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 valueUSD 1,000.00
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 30.35
BarrierUSD 18.21 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Bank of America
US0605051046
Spot reference priceUSD 30.35
Ratio32.94893
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program

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