derinet® Switzerland
Product names from:
VontobelSVSP
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9.75% (9.75% p.a.) Defender VONTI on ArcelorMittal S.A.

  • Valor 110115165
  • ISIN CH1101151657
  • Symbol RMTAEV
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyEUR
Price on
Sell
Buy
ArcelorMittal S.A.EUR 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)9.75% (9.75%)
Accrued interest1.35%
Premium component9.7500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing19/03/2021
First Trading Day23/03/2021
Payment date24/03/2021
Final fixing18/03/2022
Redemption24/03/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 26.63EUR 23.49EUR 14.095

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Interest
Coupon (Coupon p.a.)9.75% (9.75%)
Accrued interest1.35%
Premium component9.7500%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing19/03/2021
First Trading Day23/03/2021
Payment date24/03/2021
Final fixing18/03/2022
Redemption24/03/2022
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 23.49
BarrierEUR 14.095 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ArcelorMittal
LU1598757687
Spot reference priceEUR 23.49
Ratio42.56949
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