derinet® Switzerland
Product names from:
VontobelSVSP
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8.50% (8.50% p.a.) Defender VONTI on Alcoa Corporation

  • Valor 56744419
  • ISIN CH0567444192
  • Symbol RAAALV
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
Sell
Buy
Alcoa CorporationUSD 
Please note that this is an indication.

Documents

Key data
Yield max.0.00%
Yield max. p.a.0.00%
Barrier reachedno
Riskbuffer84.27%
Interest
Coupon (Coupon p.a.)8.50% (8.50%)
Accrued interest5.43%
Premium component8.1165%
Interest share0.3835%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing21/09/2020
First Trading Day23/09/2020
Payment date24/09/2020
Final fixing17/09/2021
Redemption24/09/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 39.13USD 12.26USD 6.1384.27%

No chart available

Key data
Yield max.0.00%
Yield max. p.a.0.00%
Barrier reachedno
Riskbuffer84.27%
Interest
Coupon (Coupon p.a.)8.50% (8.50%)
Accrued interest5.43%
Premium component8.1165%
Interest share0.3835%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing21/09/2020
First Trading Day23/09/2020
Payment date24/09/2020
Final fixing17/09/2021
Redemption24/09/2021
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 12.26
BarrierUSD 6.13 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alcoa Corp.
US0138721065
Spot reference priceUSD 12.26
Ratio81.56607
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