11.00% p.a. Early Redemption Kick-In GOAL

Underlying: Deutsche Bank SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) SIX symbol: KAAXMU / Valor: 34770501 / ISIN: CH0347705011

Last update 21.08.2017
  • Bid

    100.95 %
    Volume: 100'000

  • Ask

    101.95 %
    Volume: 100'000

Key figures

Strike absolute18.00 EUR
Coupon11.00% p.a.
Sideways return1.86% / 5.36% p.a.
Days to expiry120
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 dates29.03.2017, 29.06.2017, 29.09.2017, 29.12.2017
Barrier touch date--
Expiry20.12.2017
Redemption date29.12.2017

Barrier information

Barrier49.00%
Barrier absolute8.82 EUR
Distance to barrier1)35.90%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classModerate (2)
SSPA VaR3.37%
SSPA risk calculated on18.08.2017
1) Prices are 15 Min. delayed