derinet® Switzerland
Back

8.56% (12.00% p.a.) Reverse Convertible on Microsoft Corp.

  • Valor 121711472
  • ISIN CH1217114722
Bid (indicative)-
Ask (indicative)-
CurrencyUSD
  • Product with sustainability features
Microsoft Corp.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)8.5667% (12.00%)
Accrued interest6.77%
Premium component5.2416%
Interest share3.3251%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/10/2022
First Trading Day28/10/2022
Payment date09/11/2022
Final fixing12/07/2023
Redemption26/07/2023
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
USD 335.40USD 208.19

No chart available

Interest
Coupon (Coupon p.a.)8.5667% (12.00%)
Accrued interest6.77%
Premium component5.2416%
Interest share3.3251%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing26/10/2022
First Trading Day28/10/2022
Payment date09/11/2022
Final fixing12/07/2023
Redemption26/07/2023
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
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 208.19
Underlying/
ISIN of underlying
Microsoft
US5949181045
Spot reference priceUSD 231.32
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