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10.55% (10.50% p.a.) Barrier Reverse Convertible on ArcelorMittal S.A.

  • Valor 112470055
  • ISIN CH1124700555
  • Symbol RMTACV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
ArcelorMittal S.A.EUR 
Please note that this is an indication.

Documents

Key data
Barrier reachedno
Riskbuffer17.15%
Interest
Coupon (Coupon p.a.)10.5583% (10.50%)
Accrued interest2.86%
Premium component10.5583%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing19/08/2021
First Trading Day23/08/2021
Payment date24/08/2021
Final fixing19/08/2022
Redemption26/08/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 24.625EUR 28.44EUR 19.90917.15%

No chart available

Key data
Barrier reachedno
Riskbuffer17.15%
Interest
Coupon (Coupon p.a.)10.5583% (10.50%)
Accrued interest2.86%
Premium component10.5583%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing19/08/2021
First Trading Day23/08/2021
Payment date24/08/2021
Final fixing19/08/2022
Redemption26/08/2022
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 28.44
BarrierEUR 19.909 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ArcelorMittal
LU1598757687
Spot reference priceEUR 28.44
Ratio35.16051
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