derinet® Switzerland
Product names from:
VontobelSVSP
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5.30% p.a. Reverse Convertible on EURO STOXX 50® Index, S&P 500® Index, SMI® (Quanto USD)

  • Valor 51560081
  • ISIN CH0515600812
  • Symbol RMBB7V
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
Sell
Buy
  • Quanto
  • Autocallable
SMI® (Swiss Market Index)CHF 
S&P 500® Index USD 
EURO STOXX 50® IndexEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)7.95% (5.30%)
Premium component5.7030%
Interest share2.247%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 13.25
Next Coupon Payment Day01/06/2021
Interval (in months)3
Life cycle
Initial fixing21/02/2020
First Trading Day27/02/2020
Payment date28/02/2020
Final fixing23/08/2021
Redemption30/08/2021
Autocall
Autocall Level (in %)100.00%
Next observation date24/05/2021

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceB. price
EUR 3,940.46EUR 3,190.42EUR 3,800.38
USD 4,134.94USD 2,802.04USD 3,337.75
CHF 11,209.09CHF 9,327.50CHF 11,110.78

No chart available

Interest
Coupon (Coupon p.a.)7.95% (5.30%)
Premium component5.7030%
Interest share2.247%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 13.25
Next Coupon Payment Day01/06/2021
Interval (in months)3
Life cycle
Initial fixing21/02/2020
First Trading Day27/02/2020
Payment date28/02/2020
Final fixing23/08/2021
Redemption30/08/2021
Autocall
Autocall Level (in %)100.00%
Next observation date24/05/2021
Figures
Product typeMulti VONTI
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueUSD 1,000.00
Reference currencyUSD
QuantoYes
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

83.95%
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