derinet® Switzerland
Back

12.81% (10.25% p.a.) Barrier Reverse Convertible on Idorsia, Roche

  • Valor 116618080
  • ISIN CH1166180807
  • Symbol RMAJKV
sustainable
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyCHF
Price on
Sell
Buy
  • sustainable
Roche Holding AGCHF 
Idorsia LtdCHF 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)12.8125% (10.25%)
Accrued interest2.79%
Premium component12.8125%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing11/03/2022
First Trading Day15/03/2022
Payment date16/03/2022
Final fixing09/06/2023
Redemption16/06/2023
Barrier reachedno

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
CHF 14.49CHF 17.81CHF 8.91
CHF 318.80CHF 351.95CHF 175.98

No chart available

Interest
Coupon (Coupon p.a.)12.8125% (10.25%)
Accrued interest2.79%
Premium component12.8125%
Interest share0.00%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing11/03/2022
First Trading Day15/03/2022
Payment date16/03/2022
Final fixing09/06/2023
Redemption16/06/2023
Barrier reachedno
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueCHF 1,000.00
Reference currencyCHF
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%
Barrier50.00%
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