derinet® Switzerland
Product names from:
VontobelSVSP
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6.75% (6.37% p.a.) Defender VONTI on BASF SE

  • Valor 52758850
  • ISIN CH0527588500
  • Symbol RBAAUV
Bid (indicative)%
Ask (indicative)%
CurrencyEUR
Price on
Sell
Buy
BASF SEEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.75% (6.37%)
Accrued interest1.49%
Premium component6.7500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing02/03/2020
Payment date05/03/2020
Last trading day19/03/2021
Final fixing19/03/2021
Redemption26/03/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 48.645EUR 53.06EUR 37.14

No chart available

Interest
Coupon (Coupon p.a.)6.75% (6.37%)
Accrued interest1.49%
Premium component6.7500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing02/03/2020
Payment date05/03/2020
Last trading day19/03/2021
Final fixing19/03/2021
Redemption26/03/2021
Figures
Product typeDefender VONTI
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 53.06
BarrierEUR 37.14 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
BASF
DE000BASF111
Spot reference priceEUR 53.06
COSINo
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