derinet® Switzerland
Back

6.29% p.a. Barrier Reverse Convertible on Activision Blizzard Inc.

  • Valor 111759874
  • ISIN CH1117598743
Product expired on 06/06/2022
Barrier hit on 22/09/2021 at 15:32
  • Autocallable
Activision Blizzard Inc.USD 
Please note that this is an indication.

Documents

Key data
Barrier reached22/09/2021
Redemption80.22%
Repayment Date13/06/2022
Interest
Coupon (Coupon p.a.)6.2944% (6.29%)
Premium component6.0432%
Interest share0.2512%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 15.74
Interval (in months)3
Life cycle
Initial fixing04/06/2021
First Trading Day08/06/2021
Payment date11/06/2021
Final fixing06/06/2022
Redemption13/06/2022

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 74.95USD 96.97USD 72.73

No chart available

Key data
Barrier reached22/09/2021
Redemption80.22%
Repayment Date13/06/2022
Interest
Coupon (Coupon p.a.)6.2944% (6.29%)
Premium component6.0432%
Interest share0.2512%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 15.74
Interval (in months)3
Life cycle
Initial fixing04/06/2021
First Trading Day08/06/2021
Payment date11/06/2021
Final fixing06/06/2022
Redemption13/06/2022
Figures
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 96.97
BarrierUSD 72.73 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Activision Blizzard
US00507V1098
Spot reference priceUSD 96.97
Ratio10.31247
ListingNone
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program

Documents