derinet® Switzerland
Product names from:
VontobelSVSP
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12.51% p.a. Barrier Reverse Convertible on Abbott Labs, Qualcomm, Walgreens Boots Alliance

  • Valor 59299643
  • ISIN CH0592996430
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
  • Autocallable
Qualcomm Inc.USD 
Abbott LaboratoriesUSD 
Walgreens Boots Alliance Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)12.5184% (12.51%)
Premium component12.2028%
Interest share0.3156%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 10.43
Next Coupon Payment Day02/08/2021
Interval (in months)1
Life cycle
Initial fixing25/01/2021
First Trading Day26/01/2021
Payment date01/02/2021
Final fixing25/01/2022
Redemption01/02/2022
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date26/07/2021
Übernächster Beobachtungstag25/08/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 123.94USD 113.31USD 67.99
USD 137.84USD 163.57USD 98.14
USD 53.72USD 47.55USD 28.53

No chart available

Interest
Coupon (Coupon p.a.)12.5184% (12.51%)
Premium component12.2028%
Interest share0.3156%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 10.43
Next Coupon Payment Day02/08/2021
Interval (in months)1
Life cycle
Initial fixing25/01/2021
First Trading Day26/01/2021
Payment date01/02/2021
Final fixing25/01/2022
Redemption01/02/2022
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date26/07/2021
Übernächster Beobachtungstag25/08/2021
Figures
Product typeMulti Defender 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

100.00%
Barrier60.00%
Barrier observationcontinuous
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