6.25% p.a. Kick-In GOAL

Underlying: Euro STOXX 50 EUR Price Index / S&P 500 Index / SMI PR Index SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 34770487 / ISIN: CH0347704873

Key figures

Coupon6.25% p.a.
Sideways return-- / --
Days to expiry29
Trading placeSIX SP Exchange
Settlementcash
Redemption date29.12.2017

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date21.12.2016
Last trading date20.12.2017
Coupon payment dates29.06.2017, 29.12.2017
Barrier touch date--
Expiry20.12.2017
Redemption date29.12.2017

Barrier information

Barrier74.00%
Distance to barrier worst1)32.04%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classLow (1)
SSPA VaR0.00%
SSPA risk calculated on20.11.2017
1) Prices are 15 Min. delayed