derinet® Switzerland
Back

10.00% p.a. Barrier Reverse Convertible on Snowflake Inc.

  • Valor 115642225
  • ISIN CH1156422250
  • Symbol RSNABV
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
Sell
Buy
  • (Issuer) Callable
Snowflake Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)10.00% (10.00%)
Premium component9.4908%
Interest share0.5092%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing21/01/2022
First Trading Day27/01/2022
Payment date28/01/2022
Final fixing23/01/2023
Redemption30/01/2023
Early Redemption
Next observation day22/07/2022
Observation day after next24/10/2022

Current price information

Intraday1 weekSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 253.52USD 267.56USD 133.78

No chart available

Interest
Coupon (Coupon p.a.)10.00% (10.00%)
Premium component9.4908%
Interest share0.5092%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing21/01/2022
First Trading Day27/01/2022
Payment date28/01/2022
Final fixing23/01/2023
Redemption30/01/2023
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 267.56
BarrierUSD 133.78 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Snowflake
US8334451098
Spot reference priceUSD 267.56
Ratio3.73748
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