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4.00% (4.04% p.a.) Barrier Reverse Convertible on AEX® Index

  • Valor 58152411
  • ISIN CH0581524110
  • Symbol RAEAAV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
AEX® IndexEUR 
Please note that this is an indication.

Documents

Key data
Yield max.0.00%
Yield max. p.a.0.00%
Barrier reachedno
Riskbuffer34.41%
Interest
Coupon (Coupon p.a.)4.00% (4.04%)
Accrued interest3.25%
Premium component4.0000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/12/2020
First Trading Day23/12/2020
Payment date28/12/2020
Final fixing17/12/2021
Redemption24/12/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 800.41EUR 614.46EUR 522.2934.41%

No chart available

Key data
Yield max.0.00%
Yield max. p.a.0.00%
Barrier reachedno
Riskbuffer34.41%
Interest
Coupon (Coupon p.a.)4.00% (4.04%)
Accrued interest3.25%
Premium component4.0000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/12/2020
First Trading Day23/12/2020
Payment date28/12/2020
Final fixing17/12/2021
Redemption24/12/2021
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 614.46
BarrierEUR 522.29 (85.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
AEX® Index
NL0000000107
Spot reference priceEUR 614.46
Ratio1.62745
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program