derinet® Switzerland
Product names from:
VontobelSVSP
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5.00% (5.01% p.a.) Defender VONTI on Roche Holding AG

  • Valor 53670079
  • ISIN CH0536700799
  • Symbol RROAJV
sustainable
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Roche Holding AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)5.00% (5.01%)
Accrued interest3.81%
Premium component5.0000%
Interest share0.00%
Day count convention30/360
Pricingclean
Coupon Payment
Coupon (per Coupon Payment Day)CHF 50.00
Life cycle
Initial fixing15/05/2020
First Trading Day20/05/2020
Payment date22/05/2020
Final fixing14/05/2021
Redemption21/05/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 297.95CHF 354.05CHF 265.54

No chart available

Interest
Coupon (Coupon p.a.)5.00% (5.01%)
Accrued interest3.81%
Premium component5.0000%
Interest share0.00%
Day count convention30/360
Pricingclean
Coupon Payment
Coupon (per Coupon Payment Day)CHF 50.00
Life cycle
Initial fixing15/05/2020
First Trading Day20/05/2020
Payment date22/05/2020
Final fixing14/05/2021
Redemption21/05/2021
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 354.05
BarrierCHF 265.54 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Roche
CH0012032048
Spot reference priceCHF 354.05
Ratio2.82446
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