6.44% p.a. Kick-In Certificate (Coupon at Risk)

Underlying: Euro STOXX 50 EUR Price Index / FTSE 100 Index / NIKKEI 225 Index / S&P 500 Index / SMI PR Index SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Coupon at Risk, Auto-Callable, Catch-up) SIX symbol: INDICE / Valor: 27474559 / ISIN: CH0274745592

Last update 26.05.2017
  • Bid

    97.54 %
    Volume: 100'000

  • Ask

    98.54 %
    Volume: 100'000

Key figures

Early Redemption Level90.00%
Days to expiry1394
Trading placeSIX SP Exchange
Settlementcash
Redemption date29.03.2021

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date20.03.2015
Last trading date22.03.2021
Observation dates24.09.2015, 22.03.2016, 20.09.2016, 21.03.2017, 20.09.2017, 20.03.2018, 27.09.2018, 27.03.2019, 27.09.2019, 30.03.2020, 30.09.2020, 29.03.2021
Coupon payment dates01.10.2015, 29.03.2016, 27.09.2016, 28.03.2017, 27.09.2017, 27.03.2018, 27.09.2018, 27.03.2019, 27.09.2019, 30.03.2020, 30.09.2020, 29.03.2021
Barrier touch date--
Expiry22.03.2021
Redemption date29.03.2021

Barrier information

Barrier50.00%
Distance to barrier worst1)47.95%
Barrier touchedNo

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR84.61%
SSPA risk calculated on25.05.2017
1) Prices are 15 Min. delayed