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6.00% p.a. FCN on USD 10-Y Swap Rate

  • Valor 59302844
  • ISIN CH0593028449
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
USD 10Y ICE SWAP RateUSD 
Please note that this is an indication.

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Interest
Coupon (Coupon p.a.)6.0833% (6.00%)
Accrued interest0.10%
Premium component5.7885%
Interest share0.2948%
Day count conventionact/360
Pricingclean
Life cycle
Initial fixing18/02/2021
First Trading Day22/02/2021
Payment date25/02/2021
Final fixing18/02/2022
Redemption25/02/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike Price
USD 1.569USD 0.93

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Interest
Coupon (Coupon p.a.)6.0833% (6.00%)
Accrued interest0.10%
Premium component5.7885%
Interest share0.2948%
Day count conventionact/360
Pricingclean
Life cycle
Initial fixing18/02/2021
First Trading Day22/02/2021
Payment date25/02/2021
Final fixing18/02/2022
Redemption25/02/2022
Figures
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 0.93
Underlying/
ISIN of underlying
USD 10Y ICE SWAP Rate
Spot reference priceUSD 1.36
COSINo
ListingNone
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program

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