derinet® Switzerland
Back

5.25% (5.27% p.a.) Barrier Reverse Convertible on Accenture PLC

  • Valor 58152570
  • ISIN CH0581525703
  • Symbol RACAEV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • sustainable
Accenture PLCUSD 
Please note that this is an indication.

Documents

Key data
Yield max.0.20%
Yield max. p.a.1.13%
Barrier reachedno
Riskbuffer43.75%
Interest
Coupon (Coupon p.a.)5.25% (5.27%)
Accrued interest4.27%
Premium component4.9079%
Interest share0.3421%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/12/2020
First Trading Day28/12/2020
Payment date29/12/2020
Final fixing17/12/2021
Redemption27/12/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 345.80USD 259.23USD 194.4243.75%

No chart available

Key data
Yield max.0.20%
Yield max. p.a.1.13%
Barrier reachedno
Riskbuffer43.75%
Interest
Coupon (Coupon p.a.)5.25% (5.27%)
Accrued interest4.27%
Premium component4.9079%
Interest share0.3421%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/12/2020
First Trading Day28/12/2020
Payment date29/12/2020
Final fixing17/12/2021
Redemption27/12/2021
Figures
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 259.23
BarrierUSD 194.42 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Accenture
IE00B4BNMY34
Spot reference priceUSD 259.23
Ratio3.85758
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