derinet® Switzerland
Product names from:
VontobelSVSP
Back

6.75% (6.75% p.a.) Defender VONTI on Swiss Re AG

  • Valor 54838106
  • ISIN CH0548381067
  • Symbol RSRAYV
sustainable
Bid (indicative)%
Ask (indicative)%
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Swiss Re AGCHF 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer37.01%
Interest
Coupon (Coupon p.a.)6.75% (6.75%)
Accrued interest0.36%
Premium component6.7500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing19/06/2020
Payment date25/06/2020
Last trading day18/06/2021
Final fixing18/06/2021
Redemption25/06/2021

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 75.68CHF 73.64CHF 47.8737.01%

No chart available

Key data
Barrier reachedno
Riskbuffer37.01%
Interest
Coupon (Coupon p.a.)6.75% (6.75%)
Accrued interest0.36%
Premium component6.7500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing19/06/2020
Payment date25/06/2020
Last trading day18/06/2021
Final fixing18/06/2021
Redemption25/06/2021
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 73.64
BarrierCHF 47.87 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Swiss Re
CH0126881561
Spot reference priceCHF 73.64
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