derinet® Switzerland
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4.48% p.a. Reverse Convertible on Nestlé, Novartis, Roche

  • Valor 59300453
  • ISIN CH0593004531
sustainable
Bid (indicative)%
Ask (indicative)%
CurrencyCHF
Price on
  • Autocallable
  • sustainable
Novartis AGCHF 
Roche Holding AGCHF 
Nestlé SACHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)4.4856% (4.4856%)
Premium component4.4856%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 11.21
Next Coupon Payment Day07/02/2022
Interval (in months)3
Life cycle
Initial fixing29/01/2021
First Trading Day02/02/2021
Payment date05/02/2021
Final fixing31/01/2022
Redemption07/02/2022
Autocall
Autocall Level (in %)100.00%
Next observation date31/01/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceB. price
CHF 120.50CHF 85.03CHF 100.04
CHF 74.72CHF 68.45CHF 80.53
CHF 358.60CHF 261.08CHF 307.15

No chart available

Interest
Coupon (Coupon p.a.)4.4856% (4.4856%)
Premium component4.4856%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 11.21
Next Coupon Payment Day07/02/2022
Interval (in months)3
Life cycle
Initial fixing29/01/2021
First Trading Day02/02/2021
Payment date05/02/2021
Final fixing31/01/2022
Redemption07/02/2022
Autocall
Autocall Level (in %)100.00%
Next observation date31/01/2022
Figures
SSPA categorisationReverse Convertible
Issue price99.00%
Nominal valueCHF 1,000.00
Reference currencyCHF
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

85.00%
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