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9.00% p.a. Barrier Reverse Convertible on The Walt Disney Company

  • Valor 120071812
  • ISIN CH1200718125
  • Symbol RDIACV
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
Sell
Buy
  • (Issuer) Callable
  • Product with sustainability features
The Walt Disney CompanyUSD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)13.50% (9.00%)
Premium component8.1756%
Interest share5.3244%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing26/08/2022
First Trading Day01/09/2022
Payment date02/09/2022
Final fixing26/02/2024
Redemption04/03/2024
Early Redemption
Next observation day26/05/2023
Observation day after next28/08/2023

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 100.04USD 114.07USD 62.74

No chart available

Interest
Coupon (Coupon p.a.)13.50% (9.00%)
Premium component8.1756%
Interest share5.3244%
Day count convention30/360
Pricingdirty
Life cycle
Initial fixing26/08/2022
First Trading Day01/09/2022
Payment date02/09/2022
Final fixing26/02/2024
Redemption04/03/2024
Early Redemption
Next observation day26/05/2023
Observation day after next28/08/2023
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 114.07
BarrierUSD 62.74 (55.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Walt Disney
US2546871060
Spot reference priceUSD 114.07
Ratio8.76655
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