derinet® Switzerland
Product names from:
VontobelSVSP
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6.50% (6.07% p.a.) Defender VONTI on Caterpillar Inc.

  • Valor 50613421
  • ISIN CH0506134219
  • Symbol RCAADV
Bid (indicative)%
Ask (indicative)-
CurrencyUSD
Price on
Sell
Barrier hit on 12/03/2020 at 16:52
Caterpillar Inc.USD 
Please note that this is an indication.

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Key data
Yield max.27.15%
Yield max. p.a.34.30%
Barrier reached12/03/2020
Interest
Coupon (Coupon p.a.)6.50% (6.07%)
Accrued interest1.64%
Premium component4.4549%
Interest share2.0451%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/12/2019
Payment date30/12/2019
Last trading day15/01/2021
Final fixing15/01/2021
Redemption25/01/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 120.43USD 147.57USD 88.54

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Key data
Yield max.27.15%
Yield max. p.a.34.30%
Barrier reached12/03/2020
Interest
Coupon (Coupon p.a.)6.50% (6.07%)
Accrued interest1.64%
Premium component4.4549%
Interest share2.0451%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/12/2019
Payment date30/12/2019
Last trading day15/01/2021
Final fixing15/01/2021
Redemption25/01/2021
Figures
Product typeDefender VONTI
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
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 147.57
BarrierUSD 88.54 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Caterpillar
US1491231015
Spot reference priceUSD 147.57
COSINo
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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