derinet® Switzerland
Product names from:
VontobelSVSP
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5.50% (11.00% p.a.) Barrier Reverse Convertible on Swiss Life, Swiss Re, Zurich Insurance

  • Valor 54837858
  • ISIN CH0548378584
  • Symbol RMAU7V
sustainable
Bid (indicative)%
Ask (indicative)%
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Swiss Re AGCHF 
Zurich Insurance Group Ltd.CHF 
Swiss Life Holding AGCHF 
Please note that this is an indication.

Documents

Key data
Riskbuffer38.35%
Interest
Coupon (Coupon p.a.)5.50% (11.00%)
Accrued interest0.86%
Premium component5.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing09/06/2020
Payment date16/06/2020
Last trading day09/12/2020
Final fixing09/12/2020
Redemption16/12/2020
Barrier reachedno

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 357.40CHF 367.80CHF 220.70
CHF 75.68CHF 76.04CHF 45.62
CHF 345.30CHF 339.30CHF 203.60

No chart available

Key data
Riskbuffer38.35%
Interest
Coupon (Coupon p.a.)5.50% (11.00%)
Accrued interest0.86%
Premium component5.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing09/06/2020
Payment date16/06/2020
Last trading day09/12/2020
Final fixing09/12/2020
Redemption16/12/2020
Barrier reachedno
Figures
Product typeMulti Defender 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

100.00%
Barrier60.00%
Barrier observationcontinuous
COSINo
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