derinet® Switzerland
Product names from:
VontobelSVSP
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2.90% (11.47% p.a.) Reverse Convertible on McDonalds Corp.

  • Valor 59300174
  • ISIN CH0593001743
  • Symbol RMCAFV
sustainable
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
Sell
Buy
  • Collateralized Secured Instrument
  • sustainable
McDonalds Corp.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)2.90% (11.47%)
Accrued interest2.29%
Premium component2.8463%
Interest share0.0537%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing28/01/2021
First Trading Day04/02/2021
Payment date04/02/2021
Final fixing28/04/2021
Redemption05/05/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike Price
USD 233.08USD 197.36

No chart available

Interest
Coupon (Coupon p.a.)2.90% (11.47%)
Accrued interest2.29%
Premium component2.8463%
Interest share0.0537%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing28/01/2021
First Trading Day04/02/2021
Payment date04/02/2021
Final fixing28/04/2021
Redemption05/05/2021
Figures
Product typeVONTI
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueUSD 100,000.00
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 197.36
Underlying/
ISIN of underlying
McDonalds
US5801351017
Spot reference priceUSD 207.75
COSIYes
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