derinet® Switzerland
Product names from:
VontobelSVSP
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5.50% (5.14% p.a.) Defender VONTI on Facebook Inc.

  • Valor 50613423
  • ISIN CH0506134235
  • Symbol RFBAAV
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
Sell
Buy
Facebook Inc.USD 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer55.38%
Interest
Coupon (Coupon p.a.)5.50% (5.14%)
Accrued interest4.24%
Premium component3.4549%
Interest share2.0451%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/12/2019
First Trading Day27/12/2019
Payment date30/12/2019
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 277.11USD 206.30USD 123.7855.38%

No chart available

Key data
Barrier reachedno
Riskbuffer55.38%
Interest
Coupon (Coupon p.a.)5.50% (5.14%)
Accrued interest4.24%
Premium component3.4549%
Interest share2.0451%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/12/2019
First Trading Day27/12/2019
Payment date30/12/2019
Final fixing15/01/2021
Redemption25/01/2021
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 206.30
BarrierUSD 123.78 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Facebook
US30303M1027
Spot reference priceUSD 206.30
Ratio4.84731
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