6.50% p.a. Kick-In GOAL

Underlying: ABB / AMS / LafargeHolcim SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABFGU / Valor: 36389484 / ISIN: CH0363894848

Last update 09:34:16
  • Bid

    99.30 %
    Volume: 100'000

  • Ask

    100.30 %
    Volume: 100'000

Key figures

Coupon6.50% p.a.
Sideways return0.01% / 0.14% p.a.
Days to expiry10
Trading placeSIX SP Exchange
Settlementphysical
Redemption date11.05.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date03.05.2017
Last trading date03.05.2018
Coupon payment dates10.11.2017, 11.05.2018
Barrier touch date--
Expiry03.05.2018
Redemption date11.05.2018

Barrier information

Barrier59.00%
Distance to barrier worst1)39.64%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classIncreased (4)
SSPA VaR8.58%
SSPA risk calculated on20.04.2018
1) Prices are 15 Min. delayed