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 17:12:52
  • Bid

    97.85 %
    Volume: 100'000

  • Ask

    98.85 %
    Volume: 100'000

Key figures

Coupon6.50% p.a.
Sideways return5.81% / 8.05% p.a.
Days to expiry258
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)34.55%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR12.87%
SSPA risk calculated on17.08.2017
1) Prices are 15 Min. delayed