8.10% p.a. Kick-In Certificate (Coupon at Risk)

Underlying: Euro STOXX 50 EUR Price 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: STEPUU / Valor: 30382878 / ISIN: CH0303828781

Key figures

Early Redemption Level95.00%
Days to expiry1587
Trading placeSIX SP Exchange
Settlementcash
Redemption date02.12.2021

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date23.11.2015
Last trading date24.11.2021
Observation dates25.11.2016, 23.05.2017, 24.11.2017, 23.05.2018, 26.11.2018, 23.05.2019, 25.11.2019, 26.05.2020, 24.11.2020, 25.05.2021, 24.11.2021
Coupon payment dates31.05.2016, 02.12.2016, 31.05.2017, 01.12.2017, 31.05.2018, 03.12.2018, 31.05.2019, 03.12.2019, 02.06.2020, 02.12.2020, 02.06.2021, 02.12.2021
Barrier touch date--
Expiry24.11.2021
Redemption date02.12.2021

Barrier information

Barrier55.00%
Distance to barrier worst1)45.48%
Barrier touchedNo

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR88.74%
SSPA risk calculated on26.05.2017
1) Prices are Real time.