derinet® Switzerland
Product names from:
VontobelSVSP
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6.40% (6.40% p.a.) Reverse Convertible on Roche Holding AG

  • Valor 52070038
  • ISIN CH0520700383
sustainable
Product expired on 11/03/2021
  • sustainable
Roche Holding AGCHF 
Please note that this is an indication.

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Key data
RedemptionpriceCHF 100.00
Repayment Date18/03/2021
Interest
Coupon (Coupon p.a.)6.40% (6.40%)
Premium component6.4000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing11/03/2020
First Trading Day12/03/2020
Payment date18/03/2020
Final fixing11/03/2021
Redemption18/03/2021

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
CHF 309.20CHF 271.02

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Key data
RedemptionpriceCHF 100.00
Repayment Date18/03/2021
Interest
Coupon (Coupon p.a.)6.40% (6.40%)
Premium component6.4000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing11/03/2020
First Trading Day12/03/2020
Payment date18/03/2020
Final fixing11/03/2021
Redemption18/03/2021
Figures
Product typeVONTI
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueCHF 1,000.00
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

CHF 271.02
Underlying/
ISIN of underlying
Roche
CH0012032048
Spot reference priceCHF 301.13
COSINo
ListingNone
Additional conditions
IssuerBasler Kantonalbank
GuarantorBasler Kantonalbank
Lead ManagerBasler Kantonalbank
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program

Documents