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5.00% (5.00% p.a.) Barrier Reverse Convertible on BASF SE

  • Valor 111761757
  • ISIN CH1117617576
  • Symbol RBAA5V
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
BASF SEEUR 
Please note that this is an indication.

Documents

Key data
Yield max.3.24%
Yield max. p.a.7.87%
Barrier reachedno
Riskbuffer28.05%
Interest
Coupon (Coupon p.a.)5.00% (5.00%)
Accrued interest2.94%
Premium component5.0000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing21/06/2021
First Trading Day23/06/2021
Payment date24/06/2021
Final fixing17/06/2022
Redemption24/06/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 65.33EUR 64.88EUR 48.6628.05%

No chart available

Key data
Yield max.3.24%
Yield max. p.a.7.87%
Barrier reachedno
Riskbuffer28.05%
Interest
Coupon (Coupon p.a.)5.00% (5.00%)
Accrued interest2.94%
Premium component5.0000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing21/06/2021
First Trading Day23/06/2021
Payment date24/06/2021
Final fixing17/06/2022
Redemption24/06/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueEUR 1,000.00
Reference currencyEUR
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

EUR 64.88
BarrierEUR 48.66 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
BASF
DE000BASF111
Spot reference priceEUR 64.88
Ratio15.41307
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