4.50% p.a. Early Redemption Kick-In GOAL

Underlying: Zurich Insurance SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) SIX symbol: KABCZU / Valor: 35933872 / ISIN: CH0359338727

Last update 18.08.2017
  • Bid

    98.90 %
    Volume: 100'000

  • Ask

    99.90 %
    Volume: 100'000

Key figures

Strike absolute281.90 CHF
Coupon4.50% p.a.
Sideways return0.63% / 5.26% p.a.
Early Redemption Level281.90 CHF
Days to expiry218
Trading placeSIX SP Exchange
Settlementphysical
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 dates05.07.2017, 05.10.2017, 05.01.2018, 05.04.2018
Barrier touch date--
Expiry27.03.2018
Redemption date05.04.2018

Barrier information

Barrier74.00%
Barrier absolute208.61 CHF
Distance to barrier1)28.46%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classLow (1)
SSPA VaR1.12%
SSPA risk calculated on17.08.2017
1) Prices are Real time.