11.50% p.a. Kick-In GOAL

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

Last update 28.04.2017
  • Bid

    103.50 %
    Volume: 100'000

  • Ask

    104.50 %
    Volume: 100'000

Key figures

Coupon11.50% p.a.
Sideways return2.23% / 3.69% p.a.
Days to expiry215
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)31.38%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR14.22%
SSPA risk calculated on27.04.2017
1) Prices are 15 Min. delayed