derinet® Switzerland
Product names from:
VontobelSVSP
Back

4.50% p.a. Barrier Reverse Convertible on Nestlé, Novartis, Roche, Swisscom, Zurich Insurance

  • Valor 51555365
  • ISIN CH0515553656
  • Symbol RMA1CV
sustainable
Bid (indicative)%
Ask (indicative)%
CurrencyCHF
Price on
Sell
Buy
  • (Issuer) Callable
  • sustainable
Novartis AGCHF 
Roche Holding AGCHF 
Nestlé SACHF 
Swisscom AGCHF 
Zurich Insurance Group Ltd.CHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)13.506% (4.50%)
Premium component13.5060%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing13/01/2020
First Trading Day17/01/2020
Payment date20/01/2020
Final fixing13/01/2023
Redemption20/01/2023

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 109.08CHF 88.01CHF 56.95
CHF 77.79CHF 77.39CHF 50.08
CHF 315.40CHF 271.28CHF 175.53
CHF 506.00CHF 441.30CHF 285.60
CHF 345.20CHF 338.40CHF 219.00

No chart available

Interest
Coupon (Coupon p.a.)13.506% (4.50%)
Premium component13.5060%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing13/01/2020
First Trading Day17/01/2020
Payment date20/01/2020
Final fixing13/01/2023
Redemption20/01/2023
Figures
Product typeCallable Multi Defender VONTI
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
Nominal valueCHF 5,000.00
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

85.00%
Barrier55.00%
Barrier observationcontinuous
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