9.50% p.a. Kick-In GOAL

Underlying: Credit Suisse / Swiss Re / Zurich Insurance SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 33483249 / ISIN: CH0334832497

Last update 28.04.2017
  • Bid

    101.80 %
    Volume: 100'000

  • Ask

    102.80 %
    Volume: 100'000

Key figures

Coupon9.50% p.a.
Sideways return0.50% / 1.42% p.a.
Days to expiry123
Settlementphysical
Redemption date07.09.2017

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date31.08.2016
Last trading date31.08.2017
Coupon payment dates07.03.2017, 07.09.2017
Barrier touch date--
Expiry31.08.2017
Redemption date07.09.2017

Barrier information

Barrier69.00%
Distance to barrier worst1)33.87%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classMedium (3)
SSPA VaR4.29%
SSPA risk calculated on27.04.2017
1) Prices are 15 Min. delayed