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31.50% p.a. Autocallable Reverse Convertible on Rivian Automotive Inc.

  • Valor 125453477
  • ISIN CH1254534774
Product expired on 10/04/2023
  • Autocallable
Rivian Automotive Inc.USD 
Please note that this is an indication.

Documents

Key data
RedemptionpriceUSD 100.00
Repayment Date17/04/2023
Interest
Coupon (Coupon p.a.)10.50% (31.50%)
Premium component8.7160%
Interest share1.784%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 26.25
Next Coupon Payment Day20/06/2023
Interval (in months)1
Life cycle
Initial fixing08/03/2023
First Trading Day09/03/2023
Payment date15/03/2023
Final fixing10/07/2023
Redemption17/07/2023
Autocall
Autocall LevelUSD 14.68
Autocall Level (in %)100.00%
Next observation date12/06/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
USD 14.50USD 10.28

No chart available

Key data
RedemptionpriceUSD 100.00
Repayment Date17/04/2023
Interest
Coupon (Coupon p.a.)10.50% (31.50%)
Premium component8.7160%
Interest share1.784%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 26.25
Next Coupon Payment Day20/06/2023
Interval (in months)1
Life cycle
Initial fixing08/03/2023
First Trading Day09/03/2023
Payment date15/03/2023
Final fixing10/07/2023
Redemption17/07/2023
Autocall
Autocall LevelUSD 14.68
Autocall Level (in %)100.00%
Next observation date12/06/2023
Sustainability feature
--
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 10.28
Underlying/
ISIN of underlying
Rivian Automotive
US76954A1034
Spot reference priceUSD 14.68
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