9.50% p.a. Early Redemption Kick-In GOAL

Underlying: L'Oréal / Sanofi / Total SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) SIX symbol: KABXAU / Valor: 35635783 / ISIN: CH0356357837

Last update 19.01.2018
  • Bid

    100.00 %
    Volume: 100'000

  • Ask

    101.00 %
    Volume: 100'000

Key figures

Coupon9.50% p.a.
Sideways return0.26% / 2.05% p.a.
Early Redemption Level100.00%
Days to expiry40
Trading placeSIX SP Exchange
Settlementcash
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
Observation dates01.06.2017, 01.09.2017, 01.12.2017, 01.03.2018
Coupon payment dates08.06.2017, 08.09.2017, 08.12.2017, 08.03.2018
Barrier touch date--
Expiry01.03.2018
Redemption date08.03.2018

Barrier information

Barrier69.00%
Distance to barrier worst1)21.66%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classLow (1)
SSPA VaR1.87%
SSPA risk calculated on18.01.2018
1) Prices are 15 Min. delayed