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: INDCAT / Valor: 27474561 / ISIN: CH0274745618

Last update 23.11.2017
  • Bid

    99.70 %
    Volume: 100'000

  • Ask

    100.70 %
    Volume: 30'000

Key figures

Early Redemption Level95.00%
Days to expiry1214
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 dates22.03.2016, 20.09.2016, 21.03.2017, 20.09.2017, 20.03.2018, 20.09.2018, 20.03.2019, 20.09.2019, 23.03.2020, 23.09.2020, 22.03.2021
Coupon payment dates01.10.2015, 31.03.2016, 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)47.84%
Barrier touchedNo
Barrier observationExpiry

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR42.99%
SSPA risk calculated on22.11.2017
1) Prices are 15 Min. delayed