derinet® Switzerland
Product names from:
VontobelSVSP
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5.25% (5.01% p.a.) Defender VONTI on Rio Tinto Plc

  • Valor 52759369
  • ISIN CH0527593690
  • Symbol RRIAFV
Bid (indicative)%
Ask (indicative)%
CurrencyGBP
Price on
Sell
Buy
Rio Tinto PlcGBP 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)5.25% (5.01%)
Accrued interest0.33%
Premium component4.6486%
Interest share0.6014%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing04/03/2020
Payment date09/03/2020
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
GBP 37.215GBP 39.29GBP 23.574

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Interest
Coupon (Coupon p.a.)5.25% (5.01%)
Accrued interest0.33%
Premium component4.6486%
Interest share0.6014%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing04/03/2020
Payment date09/03/2020
Last trading day19/03/2021
Final fixing19/03/2021
Redemption26/03/2021
Figures
Product typeDefender VONTI
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
Nominal valueGBP 1,000.00
Reference currencyGBP
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

GBP 39.29
BarrierGBP 23.574 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Rio Tinto
GB0007188757
Spot reference priceGBP 39.29
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