derinet® Switzerland
Product names from:
VontobelSVSP
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7.50% (7.50% p.a.) Defender VONTI on Caterpillar Inc.

  • Valor 110115354
  • ISIN CH1101153547
  • Symbol RCAANV
sustainable
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
Sell
Buy
  • sustainable
Caterpillar Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)7.50% (7.50%)
Accrued interest1.04%
Premium component7.2196%
Interest share0.2804%
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
USD 242.23USD 227.48USD 159.24

No chart available

Interest
Coupon (Coupon p.a.)7.50% (7.50%)
Accrued interest1.04%
Premium component7.2196%
Interest share0.2804%
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 valueUSD 1,000.00
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 227.48
BarrierUSD 159.24 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Caterpillar
US1491231015
Spot reference priceUSD 227.48
Ratio4.39599
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