5.00% p.a. Early Redemption Kick-In GOAL

Underlying: The Swatch Grp Bearer SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) SIX symbol: KABHLU / Valor: 36485707 / ISIN: CH0364857075

Key figures

Strike absolute384.10 CHF
Coupon5.00% p.a.
Early Redemption Level384.10 CHF
Sideways return-- / --
Days to expiryN/A
Trading placeSIX SP Exchange
Settlementphysical
Redemption date24.05.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date17.05.2017
Last trading date16.05.2018
Coupon payment dates24.08.2017, 24.11.2017, 26.02.2018, 24.05.2018
Barrier touch date--
Expiry16.05.2018
Redemption date24.05.2018

Barrier information

Barrier69.00%
Barrier absolute265.03 CHF
Distance to barrier1)43.78%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classMedium (3)
SSPA VaR4.54%
SSPA risk calculated on20.02.2018
1) Prices are 15 Min. delayed