derinet® Switzerland
Product names from:
VontobelSVSP
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5.90% (5.90% p.a.) Barrier Reverse Convertible on Dufry AG

  • Valor 50611076
  • ISIN CH0506110763
  • Symbol RDUAGV
sustainable
Bid (indicative)%
Ask (indicative)%
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Dufry AGCHF 
Please note that this is an indication.

Documents

Key data
Yield max.11.78%
Yield max. p.a.16.00%
Barrier reachedno
Riskbuffer26.32%
Interest
Coupon (Coupon p.a.)5.90% (5.90%)
Accrued interest1.56%
Premium component5.9000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing13/11/2019
Payment date20/11/2019
Last trading day13/11/2020
Final fixing13/11/2020
Redemption20/11/2020

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 77.60CHF 95.24CHF 57.1426.32%

No chart available

Key data
Yield max.11.78%
Yield max. p.a.16.00%
Barrier reachedno
Riskbuffer26.32%
Interest
Coupon (Coupon p.a.)5.90% (5.90%)
Accrued interest1.56%
Premium component5.9000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing13/11/2019
Payment date20/11/2019
Last trading day13/11/2020
Final fixing13/11/2020
Redemption20/11/2020
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 95.24
BarrierCHF 57.14 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Dufry
CH0023405456
Spot reference priceCHF 95.24
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