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4.10% p.a. Barrier Reverse Convertible on Alcon Inc.

  • Valor 59301394
  • ISIN CH0593013946
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
  • sustainable
Alcon Inc.CHF 
Please note that this is an indication.

Documents

Key data
Yield max.1.18%
Yield max. p.a.1.74%
Barrier reachedno
Riskbuffer42.33%
Interest
Coupon (Coupon p.a.)6.1578% (4.10%)
Accrued interest1.32%
Premium component6.1578%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing05/02/2021
First Trading Day09/02/2021
Payment date12/02/2021
Final fixing05/08/2022
Redemption12/08/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 76.52CHF 67.89CHF 44.1342.33%

No chart available

Key data
Yield max.1.18%
Yield max. p.a.1.74%
Barrier reachedno
Riskbuffer42.33%
Interest
Coupon (Coupon p.a.)6.1578% (4.10%)
Accrued interest1.32%
Premium component6.1578%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing05/02/2021
First Trading Day09/02/2021
Payment date12/02/2021
Final fixing05/08/2022
Redemption12/08/2022
Figures
SSPA categorisationBarriere Reverse Convertible
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

CHF 67.89
BarrierCHF 44.13 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alcon
CH0432492467
Spot reference priceCHF 67.89
Ratio14.72971
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