derinet® Switzerland
Back

8.00% p.a. Barrier Reverse Convertible on Microsoft Corp.

  • Valor 120070981
  • ISIN CH1200709819
  • Symbol RMSAJV
Bid (indicative)
Ask (indicative)
CurrencyUSD
Price on
Subscribe
  • (Issuer) Callable
  • Product with sustainability features
Microsoft Corp.USD 
Please note that this is an indication.

Documents

Key data
End of subscription12/08/2022
Barrier reachedno
Interest
Coupon (Coupon p.a.)10.00% (8.00%)
Premium component6.2325%
Interest share3.7675%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing12/08/2022
First Trading Day18/08/2022
Payment date19/08/2022
Final fixing13/11/2023
Redemption20/11/2023
Early Redemption
Next observation day15/05/2023
Observation day after next14/08/2023

Current price information

IntradaySince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 289.16USD 275.70USD 165.42

No chart available

Key data
End of subscription12/08/2022
Barrier reachedno
Interest
Coupon (Coupon p.a.)10.00% (8.00%)
Premium component6.2325%
Interest share3.7675%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing12/08/2022
First Trading Day18/08/2022
Payment date19/08/2022
Final fixing13/11/2023
Redemption20/11/2023
Early Redemption
Next observation day15/05/2023
Observation day after next14/08/2023
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 275.70
BarrierUSD 165.42 (60.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Microsoft
US5949181045
Spot reference priceUSD 275.70
Ratio3.62713
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