7.25% p.a. Kick-In GOAL

Underlying: Credit Suisse / Swiss Re / Zurich Insurance SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAASXU / Valor: 34062353 / ISIN: CH0340623534

Last update 23.01.2017
  • Bid

    98.60 %
    Volume: 100'000

  • Ask

    99.60 %
    Volume: 100'000

Key figures

Coupon7.25% p.a.
Sideways return5.76% / 7.71% p.a.
Days to expiry268
Trading placeSIX SP Exchange
Settlementphysical
Redemption date26.10.2017

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date19.10.2016
Last trading date19.10.2017
Coupon payment dates26.04.2017, 26.10.2017
Barrier touch date--
Expiry19.10.2017
Redemption date26.10.2017

Barrier information

Barrier59.00%
Distance to barrier worst1)42.38%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR22.28%
SSPA risk calculated on20.01.2017
1) Prices are 15 Min. delayed