12.00% p.a. Kick-In GOAL

Underlying: AMS / Logitech SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAAXQU / Valor: 34847969 / ISIN: CH0348479699

Last update 17:14:45
  • Bid

    106.89 %
    Volume: 100'000

  • Ask

    107.89 %
    Volume: 100'000

Key figures

Coupon12.00% p.a.
Sideways return0.40% / 0.57% p.a.
Days to expiry246
Trading placeSIX SP Exchange
Settlementphysical
Redemption date05.01.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date28.12.2016
Last trading date27.12.2017
Coupon payment dates05.07.2017, 05.01.2018
Barrier touch date--
Expiry27.12.2017
Redemption date05.01.2018

Barrier information

Barrier69.00%
Distance to barrier worst1)44.60%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR13.94%
SSPA risk calculated on24.04.2017
1) Prices are 15 Min. delayed