derinet® Switzerland
Product names from:
VontobelSVSP
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6.36% p.a. Barrier Reverse Convertible on Alibaba Group Holding Ltd.

  • Valor 58153577
  • ISIN CH0581535777
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
  • Barrier observation at the end
  • Autocallable
Alibaba Group Holding Ltd.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)3.1832% (6.36%)
Premium component3.0484%
Interest share0.1348%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 15.92
Next Coupon Payment Day13/04/2021
Life cycle
Initial fixing04/01/2021
First Trading Day06/01/2021
Payment date11/01/2021
Final fixing06/07/2021
Redemption13/07/2021
Autocall
Autocall LevelUSD 229.59
Autocall Level (in %)100.00%
Next observation date06/04/2021

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 258.62USD 229.59USD 149.23

No chart available

Interest
Coupon (Coupon p.a.)3.1832% (6.36%)
Premium component3.0484%
Interest share0.1348%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 15.92
Next Coupon Payment Day13/04/2021
Life cycle
Initial fixing04/01/2021
First Trading Day06/01/2021
Payment date11/01/2021
Final fixing06/07/2021
Redemption13/07/2021
Autocall
Autocall LevelUSD 229.59
Autocall Level (in %)100.00%
Next observation date06/04/2021
Figures
Product typeDefender 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

USD 229.59
BarrierUSD 149.23 (65.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Alibaba Group
US01609W1027
Spot reference priceUSD 229.59
Ratio4.35559
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