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8.59% (8.50% p.a.) Barrier Reverse Convertible on Daimler, Varta

  • Valor 113447213
  • ISIN CH1134472138
  • Symbol RMCP1V
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
Sell
Buy
Varta AGEUR 
Daimler AGEUR 
Please note that this is an indication.

Documents

Key data
Yield max.20.57%
Yield max. p.a.26.54%
Riskbuffer34.78%
Interest
Coupon (Coupon p.a.)8.5944% (8.50%)
Accrued interest1.82%
Premium component8.5944%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing05/11/2021
First Trading Day09/11/2021
Payment date10/11/2021
Final fixing07/11/2022
Redemption14/11/2022
Barrier reachedno

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
EUR 71.15EUR 72.96EUR 40.12
EUR 94.60EUR 110.85EUR 60.97

No chart available

Key data
Yield max.20.57%
Yield max. p.a.26.54%
Riskbuffer34.78%
Interest
Coupon (Coupon p.a.)8.5944% (8.50%)
Accrued interest1.82%
Premium component8.5944%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing05/11/2021
First Trading Day09/11/2021
Payment date10/11/2021
Final fixing07/11/2022
Redemption14/11/2022
Barrier reachedno
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

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 / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program