5.75% p.a. Kick-In GOAL

Underlying: Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAAXDU / Valor: 34770488 / ISIN: CH0347704881

Last update 15:03:16
  • Bid

    100.80 %
    Volume: 100'000

  • Ask

    101.80 %
    Volume: 100'000

Key figures

Coupon5.75% p.a.
Sideways return0.32% / 0.84% p.a.
Days to expiry126
Trading placeSIX SP Exchange
Settlementphysical
Redemption date31.12.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date21.12.2016
Last trading date20.12.2018
Coupon payment dates29.06.2017, 29.12.2017, 29.06.2018, 31.12.2018
Barrier touch date--
Expiry20.12.2018
Redemption date31.12.2018

Barrier information

Barrier69.00%
Distance to barrier worst1)32.73%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classLow (1)
SSPA VaR1.67%
SSPA risk calculated on15.08.2018
1) Prices are 15 Min. delayed