6.84% 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: STEPEU / Valor: 30382879 / ISIN: CH0303828799

Key figures

Early Redemption Level95.00%
Days to expiry1586
Trading placeSIX SP Exchange
Settlementcash
Redemption date01.12.2021

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 dates30.05.2016, 02.12.2016, 30.05.2017, 01.12.2017, 30.05.2018, 03.12.2018, 30.05.2019, 02.12.2019, 02.06.2020, 01.12.2020, 01.06.2021, 01.12.2021
Barrier touch date--
Expiry24.11.2021
Redemption date01.12.2021

Barrier information

Barrier55.00%
Distance to barrier worst1)45.09%
Barrier touchedNo

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR45.51%
SSPA risk calculated on29.05.2017
1) Prices are 15 Min. delayed