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6.00% p.a. Barrier Reverse Convertible on Merck & Co. Inc.

  • Valor 113445976
  • ISIN CH1134459762
  • Symbol RMRAEV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • (Issuer) Callable
  • sustainable
Merck & Co. Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)12.00% (6.00%)
Premium component11.1000%
Interest share0.90%
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
Early Redemption
Next observation day22/07/2022
Observation day after next24/10/2022

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 79.46USD 81.15USD 60.8623.32%

No chart available

Interest
Coupon (Coupon p.a.)12.00% (6.00%)
Premium component11.1000%
Interest share0.90%
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
Early Redemption
Next observation day22/07/2022
Observation day after next24/10/2022
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
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

USD 81.15
BarrierUSD 60.86 (75.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Merck
US58933Y1055
Spot reference priceUSD 81.15
Ratio12.32286
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