derinet® Switzerland
Product names from:
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5.05% (10.10% p.a.) Reverse Convertible on Activision Blizzard Inc.

  • Valor 59301075
  • ISIN CH0593010751
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
Activision Blizzard Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)5.05% (10.10%)
Accrued interest1.66%
Premium component4.9340%
Interest share0.116%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing03/02/2021
First Trading Day05/02/2021
Payment date10/02/2021
Final fixing03/08/2021
Redemption10/08/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike Price
USD 95.78USD 84.38

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Interest
Coupon (Coupon p.a.)5.05% (10.10%)
Accrued interest1.66%
Premium component4.9340%
Interest share0.116%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing03/02/2021
First Trading Day05/02/2021
Payment date10/02/2021
Final fixing03/08/2021
Redemption10/08/2021
Figures
Product typeVONTI
SSPA categorisationReverse Convertible
Issue price100.00%
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 84.38
Underlying/
ISIN of underlying
Activision Blizzard
US00507V1098
Spot reference priceUSD 93.75
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