5.20% p.a. Early Redemption Kick-In GOAL

Underlying: Euro STOXX 50 EUR Price Index SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) SIX symbol: CATNEU / Valor: 36783863 / ISIN: CH0367838635

Last update 14:43:52
  • Bid

    98.75 %
    Volume: 100'000

  • Ask

    99.75 %
    Volume: 100'000

Key figures

Strike absolute3'586.62 EUR
Coupon5.20% p.a.
Sideways return10.68% / 5.85% p.a.
Early Redemption Level3'586.62 EUR
Days to expiry644
Settlementcash
Redemption date31.05.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date24.05.2017
Last trading date24.05.2019
Coupon payment dates31.08.2017, 01.12.2017, 05.03.2018, 31.05.2018, 31.08.2018, 03.12.2018, 04.03.2019, 31.05.2019
Barrier touch date--
Expiry24.05.2019
Redemption date31.05.2019

Barrier information

Barrier72.00%
Barrier absolute2'582.3664 EUR
Distance to barrier1)24.88%
Barrier touchedNo

SSPA risk figures

SSPA risk classIncreased (4)
SSPA VaR6.00%
SSPA risk calculated on17.08.2017
1) Prices are 15 Min. delayed