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

  • Valor 111759874
  • ISIN CH1117598743
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyUSD
Price on
Barrier hit on 22/09/2021 at 15:32
  • Autocallable
Activision Blizzard Inc.USD 
Please note that this is an indication.

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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
Next Coupon Payment Day13/12/2021
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
Autocall
Autocall LevelUSD 96.97
Autocall Level (in %)100.00%
Next observation date06/12/2021
Übernächster Beobachtungstag07/03/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 79.27USD 96.97USD 72.73

No chart available

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
Next Coupon Payment Day13/12/2021
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
Autocall
Autocall LevelUSD 96.97
Autocall Level (in %)100.00%
Next observation date06/12/2021
Übernächster Beobachtungstag07/03/2022
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