11.50% p.a. Kick-In GOAL

Underlying: Actelion / Galenica / Lonza SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAAVSU / Valor: 34480432 / ISIN: CH0344804320

Last update 20.01.2017
  • Bid

    96.30 %
    Volume: 100'000

  • Ask

    97.30 %
    Volume: 100'000

Key figures

Coupon11.50% p.a.
Sideways return7.57% / 8.71% p.a.
Days to expiry312
Trading placeSIX SP Exchange
Settlementphysical
Redemption date07.12.2017

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date30.11.2016
Last trading date30.11.2017
Coupon payment dates07.06.2017, 07.12.2017
Barrier touch date--
Expiry30.11.2017
Redemption date07.12.2017

Barrier information

Barrier69.00%
Distance to barrier worst1)31.68%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR17.60%
SSPA risk calculated on19.01.2017
1) Prices are 15 Min. delayed