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Product names from:
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6.50% (6.50% p.a.) Defender VONTI on Raytheon Technologies Corporation

  • Valor 110115457
  • ISIN CH1101154578
  • Symbol RRTADV
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
Sell
Buy
Raytheon Technologies CorporationUSD 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer37.71%
Interest
Coupon (Coupon p.a.)6.50% (6.50%)
Accrued interest0.96%
Premium component6.2196%
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 86.57USD 77.44USD 54.2137.71%

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Key data
Barrier reachedno
Riskbuffer37.71%
Interest
Coupon (Coupon p.a.)6.50% (6.50%)
Accrued interest0.96%
Premium component6.2196%
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 77.44
BarrierUSD 54.21 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Raytheon Technologies Corporation
US75513E1010
Spot reference priceUSD 77.44
Ratio12.91322
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