derinet® Switzerland
Product names from:
VontobelSVSP
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11.75% (11.68% p.a.) Barrier Reverse Convertible on Bayer AG

  • Valor 54840435
  • ISIN CH0548404356
  • Symbol RBABJV
Bid (indicative)%
Ask (indicative)%
CurrencyEUR
Price on
Sell
Buy
Bayer AGEUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer15.78%
Interest
Coupon (Coupon p.a.)11.75% (11.68%)
Accrued interest0.36%
Premium component11.7500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/06/2020
Payment date03/07/2020
Last trading day28/06/2021
Final fixing28/06/2021
Redemption05/07/2021

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 64.00EUR 67.44EUR 53.9515.78%

No chart available

Key data
Barrier reachedno
Riskbuffer15.78%
Interest
Coupon (Coupon p.a.)11.75% (11.68%)
Accrued interest0.36%
Premium component11.7500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/06/2020
Payment date03/07/2020
Last trading day28/06/2021
Final fixing28/06/2021
Redemption05/07/2021
Figures
Product typeDefender VONTI
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 67.44
BarrierEUR 53.95 (80.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Bayer
DE000BAY0017
Spot reference priceEUR 67.44
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