derinet® Switzerland
Product names from:
VontobelSVSP
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4.50% p.a. Reverse Convertible on AbbVie Inc

  • Valor 110818804
  • ISIN CH1108188041
  • Symbol RABALV
sustainable
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
Sell
Buy
  • Autocallable
  • sustainable
AbbVie IncUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)9.00% (4.50%)
Premium component8.3780%
Interest share0.622%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 22.50
Next Coupon Payment Day21/10/2021
Interval (in months)6
Life cycle
Initial fixing06/04/2021
First Trading Day19/04/2021
Payment date20/04/2021
Final fixing06/04/2023
Redemption21/04/2023
Autocall
Autocall LevelUSD 105.38
Autocall Level (in %)100.00%
Next observation date06/10/2021
Übernächster Beobachtungstag07/04/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
USD 115.75USD 84.30

No chart available

Interest
Coupon (Coupon p.a.)9.00% (4.50%)
Premium component8.3780%
Interest share0.622%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 22.50
Next Coupon Payment Day21/10/2021
Interval (in months)6
Life cycle
Initial fixing06/04/2021
First Trading Day19/04/2021
Payment date20/04/2021
Final fixing06/04/2023
Redemption21/04/2023
Autocall
Autocall LevelUSD 105.38
Autocall Level (in %)100.00%
Next observation date06/10/2021
Übernächster Beobachtungstag07/04/2022
Figures
Product typeVONTI
SSPA categorisationReverse Convertible
Issue price100.00%
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 84.30
Underlying/
ISIN of underlying
AbbVie Inc
US00287Y1091
Spot reference priceUSD 105.38
COSINo
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