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5.97% p.a. Reverse Convertible on Alcoa Corp., BASF, Holcim (Quanto EUR)

  • Valor 116620021
  • ISIN CH1166200217
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyEUR
Price on
  • Quanto
  • Autocallable
BASF SEEUR 
Holcim LtdCHF 
Alcoa CorporationUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)8.9604% (5.9736%)
Premium component8.8536%
Interest share0.1068%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing28/03/2022
First Trading Day30/03/2022
Payment date04/04/2022
Final fixing28/09/2023
Redemption05/10/2023
Autocall
Autocall Level (in %)100.00%
Next observation date29/12/2022
Übernächster Beobachtungstag29/03/2023
Sustainability feature
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Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingStrikeB. price
USD 50.85USD 92.46
EUR 28.96EUR 52.65
CHF 24.65CHF 44.82

No chart available

Interest
Coupon (Coupon p.a.)8.9604% (5.9736%)
Premium component8.8536%
Interest share0.1068%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing28/03/2022
First Trading Day30/03/2022
Payment date04/04/2022
Final fixing28/09/2023
Redemption05/10/2023
Autocall
Autocall Level (in %)100.00%
Next observation date29/12/2022
Übernächster Beobachtungstag29/03/2023
Sustainability feature
--
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueEUR 1,000.00
Reference currencyEUR
QuantoYes
Strike55.00%
COSINo
ListingNone
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program