derinet® Switzerland
Back

6.32% p.a. Reverse Convertible on Munich Re, Swiss Re (Quanto CHF)

  • Valor 110113229
  • ISIN CH1101132293
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
  • Quanto
  • Autocallable
  • sustainable
Swiss Re AGCHF 
Münchener Rückversicherungs AGEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)6.3264% (6.3264%)
Premium component6.3264%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 15.82
Next Coupon Payment Day15/12/2021
Interval (in months)3
Life cycle
Initial fixing08/03/2021
First Trading Day10/03/2021
Payment date15/03/2021
Final fixing08/03/2022
Redemption15/03/2022
Autocall
Autocall Level (in %)100.00%
Next observation date08/12/2021

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceB. price
EUR 238.35EUR 221.80EUR 260.90
CHF 86.44CHF 76.94CHF 90.52

No chart available

Interest
Coupon (Coupon p.a.)6.3264% (6.3264%)
Premium component6.3264%
Interest share0.00%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)CHF 15.82
Next Coupon Payment Day15/12/2021
Interval (in months)3
Life cycle
Initial fixing08/03/2021
First Trading Day10/03/2021
Payment date15/03/2021
Final fixing08/03/2022
Redemption15/03/2022
Autocall
Autocall Level (in %)100.00%
Next observation date08/12/2021
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueCHF 1,000.00
Reference currencyCHF
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

85.00%
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