derinet® Switzerland
Product names from:
VontobelSVSP
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6.86% p.a. Barrier Reverse Convertible on ABB, Roche, Swiss Life

  • Valor 55338072
  • ISIN CH0553380723
sustainable
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyCHF
Price on
  • Barrier observation at the end
  • Autocallable
  • sustainable
Roche Holding AGCHF 
ABB LtdCHF 
Swiss Life Holding AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.8628% (6.86%)
Premium component6.8628%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 5.72
Next Coupon Payment Day09/08/2021
Interval (in months)1
Life cycle
Initial fixing01/02/2021
First Trading Day03/02/2021
Payment date08/02/2021
Final fixing01/02/2022
Redemption08/02/2022
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date02/08/2021
Übernächster Beobachtungstag01/09/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 30.69CHF 26.70CHF 18.69
CHF 309.20CHF 312.47CHF 218.73
CHF 473.30CHF 412.10CHF 288.50

No chart available

Interest
Coupon (Coupon p.a.)6.8628% (6.86%)
Premium component6.8628%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 5.72
Next Coupon Payment Day09/08/2021
Interval (in months)1
Life cycle
Initial fixing01/02/2021
First Trading Day03/02/2021
Payment date08/02/2021
Final fixing01/02/2022
Redemption08/02/2022
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date02/08/2021
Übernächster Beobachtungstag01/09/2021
Figures
Product typeMulti Defender 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

100.00%
Barrier70.00%
Barrier observationat the end
ListingNone
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program