9.50% p.a. Kick-In GOAL

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

Last update 20.01.2017
  • Bid

    100.10 %
    Volume: 100'000

  • Ask

    101.10 %
    Volume: 100'000

Key figures

Coupon9.50% p.a.
Sideways return4.62% / 7.47% p.a.
Days to expiry222
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)37.53%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR21.33%
SSPA risk calculated on19.01.2017
1) Prices are 15 Min. delayed