derinet® Switzerland
Product names from:
VontobelSVSP
Back

13.35% p.a. Barrier Reverse Convertible on Activision Blizzard, Alibaba Group, MasterCard, Tencent Music Entertainment

  • Valor 58147360
  • ISIN CH0581473607
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
  • Autocallable
MasterCard IncUSD 
Activision Blizzard Inc.USD 
Alibaba Group Holding Ltd.USD 
Tencent Music Entertainment GroupUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)20.034% (13.35%)
Premium component19.6128%
Interest share0.4212%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 11.13
Next Coupon Payment Day07/05/2021
Interval (in months)1
Life cycle
Initial fixing30/11/2020
First Trading Day02/12/2020
Payment date07/12/2020
Final fixing31/05/2022
Redemption07/06/2022
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date30/04/2021
Übernächster Beobachtungstag28/05/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 95.78USD 78.38USD 43.11
USD 223.31USD 270.08USD 148.54
USD 380.08USD 337.71USD 185.74
USD 19.22USD 16.95USD 9.32

No chart available

Interest
Coupon (Coupon p.a.)20.034% (13.35%)
Premium component19.6128%
Interest share0.4212%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 11.13
Next Coupon Payment Day07/05/2021
Interval (in months)1
Life cycle
Initial fixing30/11/2020
First Trading Day02/12/2020
Payment date07/12/2020
Final fixing31/05/2022
Redemption07/06/2022
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date30/04/2021
Übernächster Beobachtungstag28/05/2021
Figures
Product typeMulti Defender 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

100.00%
Barrier55.00%
Barrier observationcontinuous
ListingNone
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