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4.98% (5.00% p.a.) Barrier Reverse Convertible on RWE AG

  • Valor 113443811
  • ISIN CH1134438113
  • Symbol RRWABV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
RWE AGEUR 
Please note that this is an indication.

Documents

Key data
Yield max.5.25%
Yield max. p.a.6.45%
Barrier reachedno
Riskbuffer29.41%
Interest
Coupon (Coupon p.a.)4.9861% (5.00%)
Accrued interest0.92%
Premium component4.9861%
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 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
EUR 35.02EUR 32.42EUR 24.3229.41%

No chart available

Key data
Yield max.5.25%
Yield max. p.a.6.45%
Barrier reachedno
Riskbuffer29.41%
Interest
Coupon (Coupon p.a.)4.9861% (5.00%)
Accrued interest0.92%
Premium component4.9861%
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 32.42
BarrierEUR 24.32 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
RWE
DE0007037129
Spot reference priceEUR 32.42
Ratio30.84516
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