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16.00% p.a. Autocallable Reverse Convertible on Bank of America, Citigroup

  • Valor 125454512
  • ISIN CH1254545127
Bid (indicative)%
Nominal
Ask (indicative)%
Nominal
CurrencyUSD
Price on
  • Autocallable
Bank of America CorporationUSD 
Citigroup Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)16.00% (16.00%)
Premium component11.8320%
Interest share4.168%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 80.00
Next Coupon Payment Day02/10/2023
Life cycle
Initial fixing15/03/2023
First Trading Day17/03/2023
Payment date29/03/2023
Final fixing15/03/2024
Redemption01/04/2024
Autocall
Autocall Level (in %)100.00%
Next observation date18/09/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceB. price
USD 27.78USD 25.23USD 28.03
USD 44.84USD 40.38USD 44.87

No chart available

Interest
Coupon (Coupon p.a.)16.00% (16.00%)
Premium component11.8320%
Interest share4.168%
Day count convention30/360
Pricingdirty
Coupon Payment
Coupon (per Coupon Payment Day)USD 80.00
Next Coupon Payment Day02/10/2023
Life cycle
Initial fixing15/03/2023
First Trading Day17/03/2023
Payment date29/03/2023
Final fixing15/03/2024
Redemption01/04/2024
Autocall
Autocall Level (in %)100.00%
Next observation date18/09/2023
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

90.00%
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