derinet® Switzerland
Product names from:
VontobelSVSP
Back

6.50% (6.20% p.a.) Defender VONTI on Zalando SE

  • Valor 52759427
  • ISIN CH0527594276
  • Symbol RZAAAV
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyEUR
Price on
Sell
Buy
Zalando SEEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.50% (6.20%)
Accrued interest4.51%
Premium component6.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Coupon Payment
Coupon (per Coupon Payment Day)EUR 65.00
Life cycle
Initial fixing04/03/2020
First Trading Day06/03/2020
Payment date09/03/2020
Final fixing19/03/2021
Redemption26/03/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 82.30EUR 39.53EUR 23.72

No chart available

Interest
Coupon (Coupon p.a.)6.50% (6.20%)
Accrued interest4.51%
Premium component6.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Coupon Payment
Coupon (per Coupon Payment Day)EUR 65.00
Life cycle
Initial fixing04/03/2020
First Trading Day06/03/2020
Payment date09/03/2020
Final fixing19/03/2021
Redemption26/03/2021
Figures
Product typeDefender VONTI
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 39.53
BarrierEUR 23.72 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Zalando
DE000ZAL1111
Spot reference priceEUR 39.53
Ratio25.29724
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