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 21.11.2017
  • Bid

    98.55 %
    Volume: 100'000

  • Ask

    99.55 %
    Volume: 100'000

Key figures

Coupon4.00% p.a.
Sideways return4.46% / 4.33% p.a.
Days to expiry369
Trading placeSIX SP Exchange
Settlementcashorphysical
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)31.09%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR11.30%
SSPA risk calculated on20.11.2017
1) Prices are 15 Min. delayed