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5.27% (5.25% p.a.) Barrier Reverse Convertible on EDF SA

  • Valor 112470180
  • ISIN CH1124701801
  • Symbol REDACV
Bid (indicative)%
Ask (indicative)
CurrencyEUR
Price on
Sell
Buy
Barrier hit on 14/01/2022 at 09:13
EDF SAEUR 
Please note that this is an indication.

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Key data
Barrier reached14/01/2022
Riskbuffer8.28%
Interest
Coupon (Coupon p.a.)5.2792% (5.25%)
Accrued interest2.23%
Premium component5.2792%
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 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 8.408EUR 11.12EUR 7.7878.28%

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Key data
Barrier reached14/01/2022
Riskbuffer8.28%
Interest
Coupon (Coupon p.a.)5.2792% (5.25%)
Accrued interest2.23%
Premium component5.2792%
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 11.12
BarrierEUR 7.787 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
EDF
FR0010242511
Spot reference priceEUR 11.12
Ratio89.89572
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

Documents