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4.23% (4.25% p.a.) Barrier Reverse Convertible on Koninklijke Philips N.V.

  • Valor 113443800
  • ISIN CH1134438006
  • Symbol RPHAAV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyEUR
Price on
Sell
Barrier hit on 24/01/2022 at 15:34
  • sustainable
Koninklijke Philips N.V.EUR 
Please note that this is an indication.

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Key data
Yield max.40.96%
Yield max. p.a.62.22%
Barrier reached24/01/2022
Riskbuffer4.80%
Interest
Coupon (Coupon p.a.)4.2382% (4.25%)
Accrued interest1.44%
Premium component4.2382%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing21/09/2021
First Trading Day23/09/2021
Payment date24/09/2021
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 29.17EUR 39.76EUR 27.8344.80%

No chart available

Key data
Yield max.40.96%
Yield max. p.a.62.22%
Barrier reached24/01/2022
Riskbuffer4.80%
Interest
Coupon (Coupon p.a.)4.2382% (4.25%)
Accrued interest1.44%
Premium component4.2382%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing21/09/2021
First Trading Day23/09/2021
Payment date24/09/2021
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 39.76
BarrierEUR 27.834 (70.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Philips
NL0000009538
Spot reference priceEUR 39.76
Ratio25.14901
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