5.50% p.a. Kick-In GOAL

Underlying: BASF / ThyssenKrupp SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABFNU / Valor: 36389486 / ISIN: CH0363894863

Last update 10:25:12
  • Bid

    97.65 %
    Volume: 100'000

  • Ask

    98.65 %
    Volume: 100'000

Key figures

Coupon5.50% p.a.
Sideways return5.26% / 7.41% p.a.
Days to expiry255
Trading placeSIX SP Exchange
Settlementcash
Redemption date10.05.2018

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, 10.05.2018
Barrier touch date--
Expiry03.05.2018
Redemption date10.05.2018

Barrier information

Barrier69.00%
Distance to barrier worst1)23.59%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classIncreased (4)
SSPA VaR6.10%
SSPA risk calculated on18.08.2017
1) Prices are 15 Min. delayed