derinet® Switzerland
Back

9.64% p.a. Autocallable Barrier Reverse Convertible on Adobe, AMD, Intel

  • Valor 124603162
  • ISIN CH1246031624
Bid (indicative)-
Ask (indicative)-
CurrencyUSD
  • Barrier observation at the end
  • Autocallable
  • Product with sustainability features
Adobe Systems Inc.USD 
Advanced Micro Devices Inc.USD 
Intel Corp.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)9.6488% (9.64%)
Premium component4.6292%
Interest share5.0196%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 24.12
Next Coupon Payment Day15/08/2023
Interval (in months)3
Life cycle
Initial fixing08/02/2023
First Trading Day10/02/2023
Payment date15/02/2023
Final fixing08/02/2024
Redemption15/02/2024
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date08/08/2023
Übernächster Beobachtungstag08/11/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrier
USD 415.39USD 229.49USD 210.36
USD 127.03USD 51.85USD 47.53
USD 29.00USD 17.38USD 15.93

No chart available

Interest
Coupon (Coupon p.a.)9.6488% (9.64%)
Premium component4.6292%
Interest share5.0196%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 24.12
Next Coupon Payment Day15/08/2023
Interval (in months)3
Life cycle
Initial fixing08/02/2023
First Trading Day10/02/2023
Payment date15/02/2023
Final fixing08/02/2024
Redemption15/02/2024
Barrier reachedno
Autocall
Autocall Level (in %)100.00%
Next observation date08/08/2023
Übernächster Beobachtungstag08/11/2023
Sustainability feature
PAI (ESG strategy with consideration of environmental and social issues). For further information: PDF.
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

60.00%
Barrier55.00%
Barrier observationat the end
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