derinet® Switzerland
Back

5.75% p.a. Barrier Reverse Convertible on ABB, Georg Fischer, OC Oerlikon, Stadler Rail

  • Valor 111765213
  • ISIN CH1117652136
  • Symbol RMCBWV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • (Issuer) Callable
Georg Fischer AGCHF 
OC Oerlikon Corp. AGCHF 
ABB LtdCHF 
Stadler Rail AGCHF 
Please note that this is an indication.

Documents

Key data
Yield max.24.80%
Yield max. p.a.14.45%
Barrier reachedno
Interest
Coupon (Coupon p.a.)11.50% (5.75%)
Premium component11.5000%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing03/09/2021
First Trading Day07/09/2021
Payment date08/09/2021
Final fixing04/09/2023
Redemption11/09/2023

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 33.58CHF 34.42CHF 22.37
CHF 1,461.00CHF 1,531.00CHF 995.00
CHF 9.12CHF 10.66CHF 6.93
CHF 42.72CHF 41.02CHF 26.66

No chart available

Key data
Yield max.24.80%
Yield max. p.a.14.45%
Barrier reachedno
Interest
Coupon (Coupon p.a.)11.50% (5.75%)
Premium component11.5000%
Interest share0.00%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing03/09/2021
First Trading Day07/09/2021
Payment date08/09/2021
Final fixing04/09/2023
Redemption11/09/2023
Figures
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
Nominal valueCHF 5,000.00
Reference currencyCHF
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

100.00%
Barrier65.00%
Barrier observationcontinuous
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program