6.50% p.a. Kick-In GOAL

Underlying: ABB / LafargeHolcim / Logitech SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABITU / Valor: 36645744 / ISIN: CH0366457445

Last update 17.08.2018
  • Bid

    97.35 %
    Volume: 100'000

  • Ask

    98.35 %
    Volume: 100'000

Key figures

Coupon6.50% p.a.
Sideways return6.91% / 8.56% p.a.
Days to expiry289
Trading placeSIX SP Exchange
Settlementphysical
Redemption date11.06.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date31.05.2017
Last trading date03.06.2019
Coupon payment dates08.12.2017, 08.06.2018, 10.12.2018, 11.06.2019
Barrier touch date--
Expiry03.06.2019
Redemption date11.06.2019

Barrier information

Barrier59.00%
Distance to barrier worst1)28.15%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR16.54%
SSPA risk calculated on16.08.2018
1) Prices are 15 Min. delayed