10.50% p.a. Early Redemption Kick-In GOAL

Underlying: NVIDIA Corp SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) SIX symbol: KABKLU / Valor: 36784198 / ISIN: CH0367841985

Key figures

Strike absolute149.12 USD
Coupon10.50% p.a.
Early Redemption Level149.12 USD
Days to expiry134
Trading placeSIX SP Exchange
Settlementcash
Redemption date14.06.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date07.06.2017
Last trading date07.06.2018
Coupon payment dates14.09.2017, 14.12.2017, 14.03.2018, 14.06.2018
Barrier touch date--
Expiry07.06.2018
Redemption date14.06.2018

Barrier information

Barrier59.00%
Barrier absolute87.98 USD
Distance to barrier1)--
Barrier touchedYes
Barrier observationContinuous

SSPA risk figures

SSPA risk classMedium (3)
SSPA VaR5.90%
SSPA risk calculated on08.09.2017
1) Prices are 15 Min. delayed