derinet® Switzerland
Product names from:
VontobelSVSP
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5.15% (10.30% p.a.) Barrier Reverse Convertible on Airbus SE (Quanto USD)

  • Valor 58153816
  • ISIN CH0581538169
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
  • Quanto
  • Barrier observation at the end
Airbus SEEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)5.15% (10.30%)
Accrued interest0.29%
Premium component5.0174%
Interest share0.1326%
Day count convention30/360
Pricingclean
Coupon Payment
Coupon (per Coupon Payment Day)USD 51.50
Life cycle
Initial fixing05/01/2021
First Trading Day07/01/2021
Payment date12/01/2021
Final fixing05/07/2021
Redemption12/07/2021

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 88.83EUR 88.89EUR 66.67

No chart available

Interest
Coupon (Coupon p.a.)5.15% (10.30%)
Accrued interest0.29%
Premium component5.0174%
Interest share0.1326%
Day count convention30/360
Pricingclean
Coupon Payment
Coupon (per Coupon Payment Day)USD 51.50
Life cycle
Initial fixing05/01/2021
First Trading Day07/01/2021
Payment date12/01/2021
Final fixing05/07/2021
Redemption12/07/2021
Figures
Product typeDefender VONTI
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
QuantoYes
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 88.89
BarrierEUR 66.67 (75.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
Airbus
NL0000235190
Spot reference priceEUR 88.89
Ratio11.24986
ListingNone
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