derinet® Switzerland
Product names from:
VontobelSVSP
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6.35% (6.00% p.a.) Defender VONTI on Basilea Pharmaceutica Ltd.

  • Valor 52758851
  • ISIN CH0527588518
  • Symbol RBSABV
sustainable
Bid (indicative)%
Ask (indicative)%
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Basilea Pharmaceutica Ltd.CHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.35% (6.00%)
Accrued interest2.10%
Premium component6.3500%
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
CHF 51.50CHF 43.88CHF 26.33

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Interest
Coupon (Coupon p.a.)6.35% (6.00%)
Accrued interest2.10%
Premium component6.3500%
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 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 43.88
BarrierCHF 26.33 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Basilea
CH0011432447
Spot reference priceCHF 43.88
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