10.00% p.a. Kick-In GOAL

Underlying: BNP Paribas / Credit Suisse / Deutsche Bank SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABHBU / Valor: 36485704 / ISIN: CH0364857042

Key figures

Coupon10.00% p.a.
Days to expiryN/A
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 date22.03.2018
Expiry17.05.2018
Redemption date24.05.2018

Barrier information

Barrier69.00%
Distance to barrier worst1)--
Barrier touchedYes
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR19.61%
SSPA risk calculated on16.05.2018
1) Prices are 15 Min. delayed