derinet® Switzerland
Product names from:
VontobelSVSP
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8.17% p.a. Reverse Convertible on Novartis AG (Quanto USD)

  • Valor 110111997
  • ISIN CH1101119977
sustainable
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
  • Quanto
  • Autocallable
  • sustainable
Novartis AGCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)8.1776% (8.17%)
Premium component7.8884%
Interest share0.2892%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 20.44
Next Coupon Payment Day07/06/2021
Interval (in months)3
Life cycle
Initial fixing26/02/2021
First Trading Day02/03/2021
Payment date05/03/2021
Final fixing28/02/2022
Redemption07/03/2022
Autocall
Autocall LevelCHF 80.50
Autocall Level (in %)103.00%
Next observation date28/05/2021
Übernächster Beobachtungstag30/08/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
CHF 80.87CHF 80.50

No chart available

Interest
Coupon (Coupon p.a.)8.1776% (8.17%)
Premium component7.8884%
Interest share0.2892%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 20.44
Next Coupon Payment Day07/06/2021
Interval (in months)3
Life cycle
Initial fixing26/02/2021
First Trading Day02/03/2021
Payment date05/03/2021
Final fixing28/02/2022
Redemption07/03/2022
Autocall
Autocall LevelCHF 80.50
Autocall Level (in %)103.00%
Next observation date28/05/2021
Übernächster Beobachtungstag30/08/2021
Figures
Product typeVONTI
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueUSD 1,000.00
Reference currencyUSD
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

CHF 80.50
Underlying/
ISIN of underlying
Novartis
CH0012005267
Spot reference priceCHF 78.16
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