derinet® Switzerland
Product names from:
VontobelSVSP
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10.20% (10.20% p.a.) Barrier Reverse Convertible on Swiss Life Holding AG

  • Valor 52763442
  • ISIN CH0527634429
  • Symbol RSLALV
sustainable
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Swiss Life Holding AGCHF 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer46.02%
Interest
Coupon (Coupon p.a.)10.20% (10.20%)
Accrued interest6.09%
Premium component10.2000%
Interest share0.00%
Day count convention30/360
Pricingclean
Coupon Payment
Coupon (per Coupon Payment Day)CHF 102.00
Life cycle
Initial fixing09/04/2020
First Trading Day17/04/2020
Payment date20/04/2020
Final fixing13/04/2021
Redemption20/04/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 411.80CHF 342.50CHF 222.6046.02%

No chart available

Key data
Barrier reachedno
Riskbuffer46.02%
Interest
Coupon (Coupon p.a.)10.20% (10.20%)
Accrued interest6.09%
Premium component10.2000%
Interest share0.00%
Day count convention30/360
Pricingclean
Coupon Payment
Coupon (per Coupon Payment Day)CHF 102.00
Life cycle
Initial fixing09/04/2020
First Trading Day17/04/2020
Payment date20/04/2020
Final fixing13/04/2021
Redemption20/04/2021
Figures
Product typeDefender VONTI
SSPA categorisationBarriere Reverse Convertible
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 342.50
BarrierCHF 222.60 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Swiss Life
CH0014852781
Spot reference priceCHF 342.50
Ratio2.91971
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