4.50% p.a. Kick-In GOAL

Underlying: Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAARTU / Valor: 33840586 / ISIN: CH0338405860

Last update 19.01.2018
  • Bid

    98.20 %
    Volume: 100'000

  • Ask

    99.20 %
    Volume: 100'000

Key figures

Coupon4.50% p.a.
Sideways return8.40% / 4.83% p.a.
Days to expiry614
Trading placeSIX SP Exchange
Settlementphysical
Redemption date07.10.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date28.09.2016
Last trading date27.09.2019
Coupon payment dates05.04.2017, 05.10.2017, 05.04.2018, 05.10.2018, 05.04.2019, 07.10.2019
Barrier touch date--
Expiry27.09.2019
Redemption date07.10.2019

Barrier information

Barrier64.00%
Distance to barrier worst1)33.25%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR12.15%
SSPA risk calculated on18.01.2018
1) Prices are 15 Min. delayed