9.50% p.a. Kick-In GOAL

Underlying: BASF / Bayer / GlaxoSmithKline / Sanofi SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABCWU / Valor: 35933867 / ISIN: CH0359338677

Last update 17.08.2017
  • Bid

    97.25 %
    Volume: 100'000

  • Ask

    98.25 %
    Volume: 100'000

Key figures

Coupon9.50% p.a.
Sideways return7.55% / 12.25% p.a.
Days to expiry221
Trading placeSIX SP Exchange
Settlementcash
Redemption date05.04.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date29.03.2017
Last trading date27.03.2018
Coupon payment dates05.10.2017, 05.04.2018
Barrier touch date--
Expiry27.03.2018
Redemption date05.04.2018

Barrier information

Barrier69.00%
Distance to barrier worst1)22.01%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR14.58%
SSPA risk calculated on16.08.2017
1) Prices are Real time.