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11.15% p.a. Reverse Convertible on BNP Paribas (Quanto USD)

  • Valor 121709676
  • ISIN CH1217096762
Product expired on 03/04/2023
  • Quanto
  • Autocallable
  • Product with sustainability features
BNP ParibasEUR 
Please note that this is an indication.

Documents

Key data
RedemptionpriceUSD 100.00
Repayment Date10/04/2023
Interest
Coupon (Coupon p.a.)16.725% (11.15%)
Premium component10.1775%
Interest share6.5475%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 55.75
Next Coupon Payment Day10/10/2023
Interval (in months)6
Life cycle
Initial fixing29/09/2022
First Trading Day03/10/2022
Payment date06/10/2022
Final fixing02/04/2024
Redemption09/04/2024
Autocall
Autocall LevelEUR 42.54
Autocall Level (in %)100.00%
Next observation date02/10/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
EUR 56.48EUR 29.78

No chart available

Key data
RedemptionpriceUSD 100.00
Repayment Date10/04/2023
Interest
Coupon (Coupon p.a.)16.725% (11.15%)
Premium component10.1775%
Interest share6.5475%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 55.75
Next Coupon Payment Day10/10/2023
Interval (in months)6
Life cycle
Initial fixing29/09/2022
First Trading Day03/10/2022
Payment date06/10/2022
Final fixing02/04/2024
Redemption09/04/2024
Autocall
Autocall LevelEUR 42.54
Autocall Level (in %)100.00%
Next observation date02/10/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
Figures
SSPA categorisationReverse Convertible
Issue price100.00%
Nominal valueUSD 1,000.00
Reference currencyUSD
QuantoYes
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

EUR 29.78
Underlying/
ISIN of underlying
BNP Paribas
FR0000131104
Spot reference priceEUR 42.54
COSINo
ListingNone
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