derinet® Switzerland
Product names from:
VontobelSVSP
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7.67% p.a. Reverse Convertible on Alibaba Group Holding Ltd.

  • Valor 58153216
  • ISIN CH0581532162
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
  • (Issuer) Callable
Alibaba Group Holding Ltd.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)7.6728% (7.67%)
Premium component7.3296%
Interest share0.3432%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing28/12/2020
First Trading Day30/12/2020
Payment date05/01/2021
Final fixing28/12/2021
Redemption04/01/2022
Early Redemption
Next observation day28/06/2021
Observation day after next27/09/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
USD 238.69USD 175.49

No chart available

Interest
Coupon (Coupon p.a.)7.6728% (7.67%)
Premium component7.3296%
Interest share0.3432%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing28/12/2020
First Trading Day30/12/2020
Payment date05/01/2021
Final fixing28/12/2021
Redemption04/01/2022
Early Redemption
Next observation day28/06/2021
Observation day after next27/09/2021
Figures
Product typeVONTI
SSPA categorisationReverse Convertible
Issue price100.00%
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 175.49
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 219.36
COSINo
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