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11.09% (11.00% p.a.) Barrier Reverse Convertible on Lonza, Roche, Zur Rose Group AG

  • Valor 113445962
  • ISIN CH1134459622
  • Symbol RMBMBV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)-
CurrencyCHF
Price on
Sell
Barrier hit on 27/12/2021 at 17:20
  • sustainable
Roche Holding AGCHF 
Lonza Group AGCHF 
Zur Rose Group AGCHF 
Please note that this is an indication.

Documents

Key data
Yield max.74.39%
Yield max. p.a.98.10%
Riskbuffer16.72%
Interest
Coupon (Coupon p.a.)11.0917% (11.00%)
Accrued interest2.54%
Premium component11.0917%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/10/2021
First Trading Day26/10/2021
Payment date27/10/2021
Final fixing24/10/2022
Redemption31/10/2022
Barrier reached27/12/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 657.20CHF 755.00CHF 490.80
CHF 365.10CHF 355.80CHF 231.27
CHF 201.00CHF 359.50CHF 233.70

No chart available

Key data
Yield max.74.39%
Yield max. p.a.98.10%
Riskbuffer16.72%
Interest
Coupon (Coupon p.a.)11.0917% (11.00%)
Accrued interest2.54%
Premium component11.0917%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing22/10/2021
First Trading Day26/10/2021
Payment date27/10/2021
Final fixing24/10/2022
Redemption31/10/2022
Barrier reached27/12/2021
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
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

100.00%
Barrier65.00%
Barrier observationcontinuous
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program

Documents