12.00% p.a. Kick-In GOAL

Underlying: Commerzbank / Deutsche Bank SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAAYUU / Valor: 35010351 / ISIN: CH0350103518

Last update 21.04.2017
  • Bid

    100.75 %
    Volume: 100'000

  • Ask

    101.75 %
    Volume: 100'000

Key figures

Coupon12.00% p.a.
Sideways return6.99% / 9.31% p.a.
Days to expiry270
Trading placeSIX SP Exchange
Settlementcash
Redemption date25.01.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date18.01.2017
Last trading date18.01.2018
Coupon payment dates25.07.2017, 25.01.2018
Barrier touch date--
Expiry18.01.2018
Redemption date25.01.2018

Barrier information

Barrier59.00%
Distance to barrier worst1)33.44%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR24.99%
SSPA risk calculated on20.04.2017
1) Prices are 15 Min. delayed