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15.70% p.a. Reverse Convertible on Li Auto Inc.

  • Valor 113442981
  • ISIN CH1134429815
  • Symbol RLIANV
Product expired on 15/12/2021
  • Autocallable
Li Auto Inc.USD 
Please note that this is an indication.

Documents

Key data
RedemptionpriceUSD 100.00
Repayment Date21/12/2021
Interest
Coupon (Coupon p.a.)15.70% (15.70%)
Premium component15.4704%
Interest share0.2296%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 39.25
Next Coupon Payment Day21/03/2022
Interval (in months)3
Life cycle
Initial fixing14/09/2021
First Trading Day20/09/2021
Payment date21/09/2021
Final fixing14/09/2022
Redemption21/09/2022
Autocall
Autocall LevelUSD 29.81
Autocall Level (in %)100.00%
Next observation date14/03/2022
Übernächster Beobachtungstag13/06/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
USD 27.90USD 23.85

No chart available

Key data
RedemptionpriceUSD 100.00
Repayment Date21/12/2021
Interest
Coupon (Coupon p.a.)15.70% (15.70%)
Premium component15.4704%
Interest share0.2296%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 39.25
Next Coupon Payment Day21/03/2022
Interval (in months)3
Life cycle
Initial fixing14/09/2021
First Trading Day20/09/2021
Payment date21/09/2021
Final fixing14/09/2022
Redemption21/09/2022
Autocall
Autocall LevelUSD 29.81
Autocall Level (in %)100.00%
Next observation date14/03/2022
Übernächster Beobachtungstag13/06/2022
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
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 23.85
Underlying/
ISIN of underlying
Li Auto
US50202M1027
Spot reference priceUSD 29.81
COSINo
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