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5.75% p.a. Autocallable Barrier Reverse Convertible on The Swatch Group AG

  • Valor 50612856
  • ISIN CH0506128567
  • Symbol RUHAFV
sustainable
Product expired on 11/03/2021
Barrier hit on 12/03/2020 at 09:18
I18N_DerivativeInfo: AlternativeDerivativesEarlyRedemption
  • Autocallable
  • sustainable
The Swatch Group AGCHF 
Please note that this is an indication.

Documents

Key data
Barrier reached12/03/2020
Redemption100.00%
Repayment Date18/03/2021
Interest
Coupon (Coupon p.a.)8.628% (5.75%)
Premium component8.6280%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 14.38
Interval (in months)3
Life cycle
Initial fixing11/12/2019
First Trading Day17/12/2019
Payment date18/12/2019
Final fixing11/06/2021
Redemption18/06/2021

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 302.70CHF 274.40CHF 178.40

No chart available

Key data
Barrier reached12/03/2020
Redemption100.00%
Repayment Date18/03/2021
Interest
Coupon (Coupon p.a.)8.628% (5.75%)
Premium component8.6280%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 14.38
Interval (in months)3
Life cycle
Initial fixing11/12/2019
First Trading Day17/12/2019
Payment date18/12/2019
Final fixing11/06/2021
Redemption18/06/2021
Figures
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 274.40
BarrierCHF 178.40 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Swatch
CH0012255151
Spot reference priceCHF 274.40
Ratio3.64431
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

Documents