derinet® Switzerland
Product names from:
VontobelSVSP
Back

8.50% p.a. Barrier Reverse Convertible on Adobe, Alibaba Group, Microsoft

  • Valor 110111046
  • ISIN CH1101110463
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
  • Barrier observation at the end
  • Autocallable
Microsoft Corp.USD 
Adobe Systems Inc.USD 
Alibaba Group Holding Ltd.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)10.6255% (8.50%)
Premium component10.3060%
Interest share0.3195%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 106.25
Next Coupon Payment Day07/09/2021
Interval (in months)3
Life cycle
Initial fixing22/02/2021
First Trading Day24/02/2021
Payment date08/03/2021
Final fixing23/05/2022
Redemption07/06/2022
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date23/08/2021
Übernächster Beobachtungstag22/11/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 480.62USD 467.33USD 233.67
USD 213.72USD 254.00USD 127.00
USD 243.08USD 234.51USD 117.26

No chart available

Interest
Coupon (Coupon p.a.)10.6255% (8.50%)
Premium component10.3060%
Interest share0.3195%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 106.25
Next Coupon Payment Day07/09/2021
Interval (in months)3
Life cycle
Initial fixing22/02/2021
First Trading Day24/02/2021
Payment date08/03/2021
Final fixing23/05/2022
Redemption07/06/2022
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date23/08/2021
Übernächster Beobachtungstag22/11/2021
Figures
Product typeMulti Defender VONTI
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 5,000.00
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

100.00%
Barrier50.00%
Barrier observationat the end
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