derinet® Switzerland
Product names from:
VontobelSVSP
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8.51% p.a. Barrier Reverse Convertible on ABB, Credit Suisse, Swatch (Quanto USD)

  • Valor 50608912
  • ISIN CH0506089124
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
  • Quanto
  • Barrier observation at the end
  • Autocallable
Credit Suisse Group AGCHF 
ABB LtdCHF 
The Swatch Group AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)17.0328% (8.51%)
Premium component13.7656%
Interest share3.2672%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 21.29
Next Coupon Payment Day26/07/2021
Interval (in months)3
Life cycle
Initial fixing17/10/2019
First Trading Day21/10/2019
Payment date24/10/2019
Final fixing18/10/2021
Redemption25/10/2021
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date19/07/2021

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 29.92CHF 18.75CHF 11.25
CHF 9.226CHF 12.325CHF 7.395
CHF 292.20CHF 265.80CHF 159.50

No chart available

Interest
Coupon (Coupon p.a.)17.0328% (8.51%)
Premium component13.7656%
Interest share3.2672%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 21.29
Next Coupon Payment Day26/07/2021
Interval (in months)3
Life cycle
Initial fixing17/10/2019
First Trading Day21/10/2019
Payment date24/10/2019
Final fixing18/10/2021
Redemption25/10/2021
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date19/07/2021
Figures
Product typeMulti Defender VONTI
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
QuantoYes
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

100.00%
Barrier60.00%
Barrier observationat the end
ListingNone
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