derinet® Switzerland
Back

11.50% p.a. Barrier Reverse Convertible on AstraZeneca, GlaxoSmithKline, Moderna (Quanto GBP)

  • Valor 113444545
  • ISIN CH1134445456
  • Symbol RMBFVV
Bid (indicative)%
Ask (indicative)%
CurrencyGBP
Price on
Sell
Buy
  • Quanto
  • (Issuer) Callable
GlaxoSmithKline PLCGBP 
AstraZeneca Group PLCGBP 
Moderna Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)17.25% (11.50%)
Premium component16.3674%
Interest share0.8826%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing08/10/2021
First Trading Day12/10/2021
Payment date13/10/2021
Final fixing11/04/2023
Redemption18/04/2023

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
GBP GBP 88.89GBP 48.89
GBP GBP 13.99GBP 7.695
USD 334.84USD 304.91USD 167.70

No chart available

Interest
Coupon (Coupon p.a.)17.25% (11.50%)
Premium component16.3674%
Interest share0.8826%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing08/10/2021
First Trading Day12/10/2021
Payment date13/10/2021
Final fixing11/04/2023
Redemption18/04/2023
Figures
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
Nominal valueGBP 1,000.00
Reference currencyGBP
QuantoYes
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

100.00%
Barrier55.00%
Barrier observationcontinuous
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program