derinet® Switzerland
Product names from:
VontobelSVSP
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12.50% (12.50% p.a.) Defender VONTI on Macy's Inc.

  • Valor 110115410
  • ISIN CH1101154107
  • Symbol RMBITV
sustainable
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
Sell
Buy
  • sustainable
Macy's Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)12.50% (12.50%)
Accrued interest1.74%
Premium component12.2196%
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 18.08USD 18.61USD 9.31

No chart available

Interest
Coupon (Coupon p.a.)12.50% (12.50%)
Accrued interest1.74%
Premium component12.2196%
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 18.61
BarrierUSD 9.31 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Macy's
US55616P1049
Spot reference priceUSD 18.61
Ratio53.73455
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