derinet® Switzerland
Product names from:
VontobelSVSP
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6.75% (6.44% p.a.) Defender VONTI on Bank of America Corporation

  • Valor 52759439
  • ISIN CH0527594391
  • Symbol RBAAXV
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
Sell
Buy
Bank of America CorporationUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.75% (6.44%)
Accrued interest1.43%
Premium component5.7557%
Interest share0.9943%
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

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 24.12USD 28.39USD 15.61

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Interest
Coupon (Coupon p.a.)6.75% (6.44%)
Accrued interest1.43%
Premium component5.7557%
Interest share0.9943%
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 valueUSD 1,000.00
Reference currencyUSD
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

USD 28.39
BarrierUSD 15.61 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Bank of America
US0605051046
Spot reference priceUSD 28.39
COSINo
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program