derinet® Switzerland
Product names from:
VontobelSVSP
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1.15% (4.81% p.a.) Reverse Convertible on Citigroup Inc.

  • Valor 110111717
  • ISIN CH1101117179
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
Citigroup Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)1.15% (4.81%)
Accrued interest0.53%
Premium component1.1049%
Interest share0.0451%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing25/02/2021
First Trading Day01/03/2021
Payment date02/03/2021
Final fixing25/05/2021
Redemption28/05/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike Price
USD 72.69USD 55.09

No chart available

Interest
Coupon (Coupon p.a.)1.15% (4.81%)
Accrued interest0.53%
Premium component1.1049%
Interest share0.0451%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing25/02/2021
First Trading Day01/03/2021
Payment date02/03/2021
Final fixing25/05/2021
Redemption28/05/2021
Figures
Product typeVONTI
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueUSD 50,000.00
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 55.09
Underlying/
ISIN of underlying
Citigroup
US1729674242
Spot reference priceUSD 68.86
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