4.50% p.a. Kick-In GOAL

Underlying: Euro STOXX 50 Price Index / S&P 500 Index / SMI PR Index SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABHSU / Valor: 36524079 / ISIN: CH0365240792

Last update 22.05.2018
  • Bid

    99.65 %
    Volume: 100'000

  • Ask

    100.70 %
    Volume: 150'000

Key figures

Coupon4.50% p.a.
Sideways return1.60% / 3.04% p.a.
Days to expiry187
Trading placeSIX SP Exchange
Settlementcash
Redemption date03.12.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date24.05.2017
Last trading date26.11.2018
Coupon payment dates01.12.2017, 01.06.2018, 03.12.2018
Barrier touch date--
Expiry26.11.2018
Redemption date03.12.2018

Barrier information

Barrier74.00%
Distance to barrier worst1)25.18%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR13.35%
SSPA risk calculated on21.05.2018
1) Prices are 15 Min. delayed
112.9 ms 8.28 MB