derinet® Switzerland
Product names from:
VontobelSVSP
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6.04% p.a. Barrier Reverse Convertible on LafargeHolcim Ltd.

  • Valor 110111162
  • ISIN CH1101111628
sustainable
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyCHF
Price on
  • Barrier observation at the end
  • Autocallable
  • sustainable
LafargeHolcim Ltd.CHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.0456% (6.04%)
Premium component6.0456%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 15.11
Next Coupon Payment Day02/09/2021
Interval (in months)3
Life cycle
Initial fixing23/02/2021
First Trading Day24/02/2021
Payment date02/03/2021
Final fixing23/02/2022
Redemption02/03/2022
Autocall
Autocall LevelCHF 50.04
Autocall Level (in %)100.00%
Next observation date26/08/2021
Übernächster Beobachtungstag25/11/2021

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
CHF 52.42CHF 50.04CHF 42.53

No chart available

Interest
Coupon (Coupon p.a.)6.0456% (6.04%)
Premium component6.0456%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 15.11
Next Coupon Payment Day02/09/2021
Interval (in months)3
Life cycle
Initial fixing23/02/2021
First Trading Day24/02/2021
Payment date02/03/2021
Final fixing23/02/2022
Redemption02/03/2022
Autocall
Autocall LevelCHF 50.04
Autocall Level (in %)100.00%
Next observation date26/08/2021
Übernächster Beobachtungstag25/11/2021
Figures
Product typeDefender VONTI
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 50.04
BarrierCHF 42.53 (85.00%)
Barrier observationat the end
Underlying/
ISIN of underlying
LafargeHolcim
CH0012214059
Spot reference priceCHF 50.04
Ratio19.98401
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