5.00% p.a. Kick-In GOAL

Underlying: Bayer / Daimler / Siemens SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABHRU / Valor: 36485703 / ISIN: CH0364857034

Last update 16.10.2017
  • Bid

    97.00 %
    Volume: 100'000

  • Ask

    98.00 %
    Volume: 100'000

Key figures

Coupon5.00% p.a.
Sideways return4.97% / 8.42% p.a.
Days to expiry212
Trading placeSIX SP Exchange
Settlementcash
Redemption date24.05.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date17.05.2017
Last trading date17.05.2018
Coupon payment dates24.11.2017, 24.05.2018
Barrier touch date--
Expiry17.05.2018
Redemption date24.05.2018

Barrier information

Barrier69.00%
Distance to barrier worst1)25.06%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classMedium (3)
SSPA VaR5.50%
SSPA risk calculated on13.10.2017
1) Prices are Real time.