4.50% p.a. Kick-In GOAL

Underlying: Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABCTU / Valor: 35933859 / ISIN: CH0359338594

Last update 17.08.2018
  • Bid

    99.40 %
    Volume: 100'000

  • Ask

    100.40 %
    Volume: 100'000

Key figures

Coupon4.50% p.a.
Sideways return2.39% / 3.82% p.a.
Days to expiry223
Trading placeSIX SP Exchange
Settlementphysical
Redemption date05.04.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date29.03.2017
Last trading date29.03.2019
Coupon payment dates05.10.2017, 05.04.2018, 05.10.2018, 05.04.2019
Barrier touch date--
Expiry29.03.2019
Redemption date05.04.2019

Barrier information

Barrier69.00%
Distance to barrier worst1)26.56%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR9.74%
SSPA risk calculated on16.08.2018
1) Prices are 15 Min. delayed