4.25% p.a. Kick-In GOAL

Underlying: Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAATPU / Valor: 34175379 / ISIN: CH0341753793

Last update 15:50:19
  • Bid

    98.60 %
    Volume: 100'000

  • Ask

    99.60 %
    Volume: 100'000

Key figures

Coupon4.25% p.a.
Sideways return3.71% / 4.74% p.a.
Days to expiry280
Trading placeSIX SP Exchange
Settlementphysical
Redemption date02.11.2017

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date26.10.2016
Last trading date26.10.2017
Coupon payment dates02.05.2017, 02.11.2017
Barrier touch date--
Expiry26.10.2017
Redemption date02.11.2017

Barrier information

Barrier69.00%
Distance to barrier worst1)31.19%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classModerate (2)
SSPA VaR3.64%
SSPA risk calculated on18.01.2017
1) Prices are 15 Min. delayed