derinet® Switzerland
Product names from:
VontobelSVSP
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6.40% p.a. Barrier Reverse Convertible on Nestlé, Novartis, Roche

  • Valor 58146372
  • ISIN CH0581463723
  • Symbol RMA83V
sustainable
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyCHF
Price on
Sell
Buy
  • Autocallable
  • sustainable
Novartis AGCHF 
Roche Holding AGCHF 
Nestlé SACHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.404% (6.40%)
Premium component6.4040%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 16.01
Next Coupon Payment Day01/03/2021
Interval (in months)3
Life cycle
Initial fixing24/11/2020
First Trading Day30/11/2020
Payment date01/12/2020
Final fixing24/11/2021
Redemption01/12/2021
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date22/02/2021
Übernächster Beobachtungstag25/05/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 100.88CHF 101.51CHF 76.13
CHF 85.30CHF 80.32CHF 60.24
CHF 316.65CHF 300.84CHF 225.63

No chart available

Interest
Coupon (Coupon p.a.)6.404% (6.40%)
Premium component6.4040%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 16.01
Next Coupon Payment Day01/03/2021
Interval (in months)3
Life cycle
Initial fixing24/11/2020
First Trading Day30/11/2020
Payment date01/12/2020
Final fixing24/11/2021
Redemption01/12/2021
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date22/02/2021
Übernächster Beobachtungstag25/05/2021
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%
Barrier75.00%
Barrier observationcontinuous
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