4.00% p.a. Kick-In GOAL

Underlying: Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KICZC / Valor: 28987013 / ISIN: CH0289870138

Last update 22.09.2017
  • Bid

    95.60 %
    Volume: 100'000

  • Ask

    96.60 %
    Volume: 100'000

Key figures

Coupon4.00% p.a.
Sideways return9.39% / 10.21% p.a.
Days to expiry330
Trading placeSIX SP Exchange
Settlementcashorphysical
Redemption date27.08.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date19.08.2015
Last trading date20.08.2018
Coupon payment dates26.02.2016, 26.08.2016, 27.02.2017, 28.08.2017, 26.02.2018, 27.08.2018
Barrier touch date--
Expiry20.08.2018
Redemption date27.08.2018

Barrier information

Barrier66.00%
Distance to barrier worst1)21.34%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR10.00%
SSPA risk calculated on21.09.2017
1) Prices are 15 Min. delayed