derinet® Switzerland
Back

8.50% (8.50% p.a.) Barrier Reverse Convertible on ArcelorMittal S.A.

  • Valor 113443616
  • ISIN CH1134436166
  • Symbol RMTADV
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
Yield max.3.01%
Yield max. p.a.4.41%
Barrier reachedno
Riskbuffer52.84%
Interest
Coupon (Coupon p.a.)8.50% (8.50%)
Accrued interest2.69%
Premium component8.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/09/2021
First Trading Day22/09/2021
Payment date23/09/2021
Final fixing16/09/2022
Redemption23/09/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 32.435EUR 25.37EUR 15.22252.84%

No chart available

Key data
Yield max.3.01%
Yield max. p.a.4.41%
Barrier reachedno
Riskbuffer52.84%
Interest
Coupon (Coupon p.a.)8.50% (8.50%)
Accrued interest2.69%
Premium component8.5000%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing20/09/2021
First Trading Day22/09/2021
Payment date23/09/2021
Final fixing16/09/2022
Redemption23/09/2022
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 25.37
BarrierEUR 15.222 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
ArcelorMittal
LU1598757687
Spot reference priceEUR 25.37
Ratio39.41663
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