derinet® Switzerland
Back

12.65% p.a. Reverse Convertible on Alibaba Group, PayPal

  • Valor 114514241
  • ISIN CH1145142415
  • Symbol RMCRYV
Product expired on 21/11/2022
  • Autocallable
Alibaba Group Holding LimitedUSD 
PayPal Holdings Inc.USD 
Please note that this is an indication.

Documents

Key data
DeliveryEquity PYPL
Repayment Date29/11/2022
Interest
Coupon (Coupon p.a.)12.6596% (12.6596%)
Premium component12.2492%
Interest share0.4104%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 31.65
Life cycle
Initial fixing19/11/2021
First Trading Day26/11/2021
Payment date29/11/2021
Final fixing21/11/2022
Redemption29/11/2022
Sustainability feature
--

Current price information

Intraday1 week1 monthyear to date1 yearSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceB. price
USD 90.52USD 121.64USD 143.10
USD 73.62USD 170.94USD 201.10

No chart available

Key data
DeliveryEquity PYPL
Repayment Date29/11/2022
Interest
Coupon (Coupon p.a.)12.6596% (12.6596%)
Premium component12.2492%
Interest share0.4104%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 31.65
Life cycle
Initial fixing19/11/2021
First Trading Day26/11/2021
Payment date29/11/2021
Final fixing21/11/2022
Redemption29/11/2022
Sustainability feature
--
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
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

85.00%
COSINo
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