derinet® Switzerland
Product names from:
VontobelSVSP
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5.75% (5.37% p.a.) Defender VONTI on Microsoft Corp.

  • Valor 50613435
  • ISIN CH0506134359
  • Symbol RMSABV
sustainable
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
Sell
Buy
  • sustainable
Microsoft Corp.USD 
Please note that this is an indication.

Documents

Key data
Yield max.6.75%
Yield max. p.a.8.59%
Barrier reachedno
Riskbuffer33.83%
Interest
Coupon (Coupon p.a.)5.75% (5.37%)
Accrued interest1.48%
Premium component3.7049%
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 165.13USD 157.41USD 110.1933.83%

No chart available

Key data
Yield max.6.75%
Yield max. p.a.8.59%
Barrier reachedno
Riskbuffer33.83%
Interest
Coupon (Coupon p.a.)5.75% (5.37%)
Accrued interest1.48%
Premium component3.7049%
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 157.41
BarrierUSD 110.19 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Microsoft
US5949181045
Spot reference priceUSD 157.41
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