4.00% p.a. Kick-In GOAL

Underlying: Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAADPU / Valor: 30214538 / ISIN: CH0302145385

Last update 16.02.2018
  • Bid

    96.80 %
    Volume: 100'000

  • Ask

    97.80 %
    Volume: 100'000

Key figures

Coupon4.00% p.a.
Sideways return5.43% / 6.93% p.a.
Days to expiry281
Trading placeSIX SP Exchange
Settlementcash or physical
Redemption date03.12.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp tax--

Product calendar

Fixing date25.11.2015
Last trading date26.11.2018
Coupon payment dates02.06.2016, 02.12.2016, 02.06.2017, 04.12.2017, 04.06.2018, 03.12.2018
Barrier touch date--
Expiry26.11.2018
Redemption date03.12.2018

Barrier information

Barrier62.00%
Distance to barrier worst1)25.44%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR12.12%
SSPA risk calculated on15.02.2018
1) Prices are 15 Min. delayed