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11.40% p.a. Reverse Convertible on Dufry AG

  • Valor 57394897
  • ISIN CH0573948970
  • Symbol RDUAHV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Dufry AGCHF 
Please note that this is an indication.

Documents

Key data
Yield max.24.83%
Yield max. p.a.25.69%
Interest
Coupon (Coupon p.a.)22.80% (11.40%)
Accrued interest0.38%
Premium component22.8000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing18/11/2020
First Trading Day24/11/2020
Payment date25/11/2020
Final fixing18/11/2022
Redemption25/11/2022

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
CHF 42.29CHF 48.28

No chart available

Key data
Yield max.24.83%
Yield max. p.a.25.69%
Interest
Coupon (Coupon p.a.)22.80% (11.40%)
Accrued interest0.38%
Premium component22.8000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing18/11/2020
First Trading Day24/11/2020
Payment date25/11/2020
Final fixing18/11/2022
Redemption25/11/2022
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueCHF 5,000.00
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 48.28
Underlying/
ISIN of underlying
Dufry
CH0023405456
Spot reference priceCHF 50.82
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