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6.50% p.a. Barrier Reverse Convertible on ABB, Novartis, Roche, Zurich Insurance (Quanto AUD)

  • Valor 113445964
  • ISIN CH1134459648
  • Symbol RMBWRV
sustainable
Bid (indicative)%
Ask (indicative)%
CurrencyAUD
Price on
Sell
Buy
  • Quanto
  • (Issuer) Callable
  • sustainable
Novartis AGCHF 
Roche Holding AGCHF 
ABB LtdCHF 
Zurich Insurance Group LtdCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)13.00% (6.50%)
Premium component12.1632%
Interest share0.8368%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing22/10/2021
First Trading Day26/10/2021
Payment date27/10/2021
Final fixing23/10/2023
Redemption30/10/2023

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 33.58CHF 30.29CHF 18.17
CHF 79.87CHF 77.54CHF 46.52
CHF 360.65CHF 355.80CHF 213.48
CHF 433.20CHF 397.50CHF 238.50

No chart available

Interest
Coupon (Coupon p.a.)13.00% (6.50%)
Premium component12.1632%
Interest share0.8368%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing22/10/2021
First Trading Day26/10/2021
Payment date27/10/2021
Final fixing23/10/2023
Redemption30/10/2023
Figures
SSPA categorisationBarriere Reverse Convertible
Issue price100.00%
Nominal valueAUD 1,000.00
Reference currencyAUD
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%
Barrier60.00%
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