10.00% p.a. Kick-In GOAL

Underlying: Halliburton / Schlumberger / Transocean SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABIBU / Valor: 36524651 / ISIN: CH0365246518

Last update 18.10.2017
  • Bid

    94.82 %
    Volume: 100'000

  • Ask

    95.82 %
    Volume: 100'000

Key figures

Coupon10.00% p.a.
Sideways return10.20% / 17.40% p.a.
Days to expiry214
Trading placeSIX SP Exchange
Settlementcash
Redemption date01.06.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date24.05.2017
Last trading date25.05.2018
Coupon payment dates01.12.2017, 01.06.2018
Barrier touch date--
Expiry25.05.2018
Redemption date01.06.2018

Barrier information

Barrier59.00%
Distance to barrier worst1)32.76%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR14.25%
SSPA risk calculated on19.10.2017
1) Prices are 15 Min. delayed