derinet® Switzerland
Back

5.50% (5.19% p.a.) Barrier Reverse Convertible on Covestro AG

  • Valor 52758873
  • ISIN CH0527588732
  • Symbol R1CAAV
Product expired on 19/03/2021
Covestro AGEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Redemption100.00%
Repayment Date26/03/2021
Interest
Coupon (Coupon p.a.)5.50% (5.19%)
Premium component5.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing02/03/2020
First Trading Day04/03/2020
Payment date05/03/2020
Final fixing19/03/2021
Redemption26/03/2021

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 54.36EUR 33.98EUR 22.09

No chart available

Key data
Barrier reachedno
Redemption100.00%
Repayment Date26/03/2021
Interest
Coupon (Coupon p.a.)5.50% (5.19%)
Premium component5.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing02/03/2020
First Trading Day04/03/2020
Payment date05/03/2020
Final fixing19/03/2021
Redemption26/03/2021
Figures
SSPA categorisationBarriere Reverse Convertible
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 33.98
BarrierEUR 22.09 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Covestro AG
DE0006062144
Spot reference priceEUR 33.98
Ratio29.42908
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