7.00% p.a. Kick-In GOAL

Underlying: ABB / Credit Suisse / Roche / Zurich Insurance SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABOAU / Valor: 35635780 / ISIN: CH0356357803

Last update 19.10.2017
  • Bid

    101.10 %
    Volume: 100'000

  • Ask

    102.10 %
    Volume: 100'000

Key figures

Coupon7.00% p.a.
Sideways return0.57% / 1.50% p.a.
Days to expiry132
Trading placeSIX SP Exchange
Settlementphysical
Redemption date08.03.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date01.03.2017
Last trading date01.03.2018
Coupon payment dates08.09.2017, 08.03.2018
Barrier touch date--
Expiry01.03.2018
Redemption date08.03.2018

Barrier information

Barrier59.00%
Distance to barrier worst1)39.17%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classModerate (2)
SSPA VaR2.11%
SSPA risk calculated on18.10.2017
1) Prices are 15 Min. delayed