derinet® Switzerland
Product names from:
VontobelSVSP
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7.50% (7.50% p.a.) Defender VONTI on AbbVie Inc

  • Valor 55899496
  • ISIN CH0558994965
  • Symbol RABAFV
sustainable
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
Sell
Buy
  • sustainable
AbbVie IncUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)7.50% (7.50%)
Accrued interest4.58%
Premium component7.0147%
Interest share0.4853%
Day count convention30/360
Pricingclean
Coupon Payment
Coupon (per Coupon Payment Day)USD 75.00
Life cycle
Initial fixing10/07/2020
First Trading Day15/07/2020
Payment date16/07/2020
Final fixing09/07/2021
Redemption16/07/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 107.74USD 96.83USD 67.78

No chart available

Interest
Coupon (Coupon p.a.)7.50% (7.50%)
Accrued interest4.58%
Premium component7.0147%
Interest share0.4853%
Day count convention30/360
Pricingclean
Coupon Payment
Coupon (per Coupon Payment Day)USD 75.00
Life cycle
Initial fixing10/07/2020
First Trading Day15/07/2020
Payment date16/07/2020
Final fixing09/07/2021
Redemption16/07/2021
Figures
Product typeDefender VONTI
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
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

USD 96.83
BarrierUSD 67.78 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
AbbVie Inc
US00287Y1091
Spot reference priceUSD 96.83
Ratio10.32738
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