derinet® Switzerland
Product names from:
VontobelSVSP
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23.05% p.a. Reverse Convertible on NIO Inc. (Quanto AUD)

  • Valor 59302253
  • ISIN CH0593022533
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyAUD
Price on
  • Quanto
  • Autocallable
NIO Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)23.05% (23.05%)
Premium component23.0172%
Interest share0.0328%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)AUD 57.63
Next Coupon Payment Day28/05/2021
Interval (in months)3
Life cycle
Initial fixing12/02/2021
First Trading Day16/02/2021
Payment date26/02/2021
Final fixing14/02/2022
Redemption28/02/2022
Autocall
Autocall LevelUSD 59.89
Autocall Level (in %)100.00%
Next observation date17/05/2021
Übernächster Beobachtungstag17/08/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
USD 37.14USD 44.92

No chart available

Interest
Coupon (Coupon p.a.)23.05% (23.05%)
Premium component23.0172%
Interest share0.0328%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)AUD 57.63
Next Coupon Payment Day28/05/2021
Interval (in months)3
Life cycle
Initial fixing12/02/2021
First Trading Day16/02/2021
Payment date26/02/2021
Final fixing14/02/2022
Redemption28/02/2022
Autocall
Autocall LevelUSD 59.89
Autocall Level (in %)100.00%
Next observation date17/05/2021
Übernächster Beobachtungstag17/08/2021
Figures
Product typeVONTI
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueAUD 1,000.00
Reference currencyAUD
QuantoYes
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 44.92
Underlying/
ISIN of underlying
NIO
US62914V1061
Spot reference priceUSD 59.89
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