derinet® Switzerland
Product names from:
VontobelSVSP
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4.70% (18.80% p.a.) Barrier Reverse Convertible on ABB Ltd

  • Valor 53669717
  • ISIN CH0536697177
sustainable
Product expired on 06/08/2020
  • sustainable
ABB LtdCHF 
Please note that this is an indication.

Documents

Key data
Yield max.0.00%
Yield max. p.a.5.13%
Barrier reachedno
Riskbuffer36.77%
Redemption100.00%
Repayment Date13/08/2020
Interest
Coupon (Coupon p.a.)4.70% (18.80%)
Accrued interest4.39%
Premium component4.7000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing06/05/2020
Payment date13/05/2020
Last trading day06/08/2020
Final fixing06/08/2020
Redemption13/08/2020

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 23.67CHF 17.51CHF 14.87936.77%

No chart available

Key data
Yield max.0.00%
Yield max. p.a.5.13%
Barrier reachedno
Riskbuffer36.77%
Redemption100.00%
Repayment Date13/08/2020
Interest
Coupon (Coupon p.a.)4.70% (18.80%)
Accrued interest4.39%
Premium component4.7000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing06/05/2020
Payment date13/05/2020
Last trading day06/08/2020
Final fixing06/08/2020
Redemption13/08/2020
Figures
Product typeDefender VONTI
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
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 17.51
BarrierCHF 14.879 (85.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ABB
CH0012221716
Spot reference priceCHF 17.51
COSINo
ListingNone
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