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Product names from:
VontobelSVSP
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8.50% (8.50% p.a.) Barrier Reverse Convertible on Royal Dutch Shell PLC

  • Valor 110114344
  • ISIN CH1101143449
  • Symbol RRDAAV
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyEUR
Price on
Sell
Buy
Royal Dutch Shell PLCEUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)8.50% (8.50%)
Accrued interest1.23%
Premium component8.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing15/03/2021
First Trading Day19/03/2021
Payment date22/03/2021
Final fixing15/03/2022
Redemption22/03/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 16.632EUR 18.24EUR 12.767

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Interest
Coupon (Coupon p.a.)8.50% (8.50%)
Accrued interest1.23%
Premium component8.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing15/03/2021
First Trading Day19/03/2021
Payment date22/03/2021
Final fixing15/03/2022
Redemption22/03/2022
Figures
Product typeDefender VONTI
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 18.24
BarrierEUR 12.767 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Royal Dutch Shell
GB00B03MLX29
Spot reference priceEUR 18.24
Ratio54.82757
ListingSIX Structured Products Exchange
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