4.50% p.a. Early Redemption Kick-In GOAL

Underlying: Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) SIX symbol: KABNBU / Valor: 36898969 / ISIN: CH0368989692

Last update 16:42:57
  • Bid

    96.60 %
    Volume: 100'000

  • Ask

    97.60 %
    Volume: 100'000

Key figures

Strike absolute251.20 CHF
Coupon4.50% p.a.
Sideways return10.36% / 5.92% p.a.
Early Redemption Level251.20 CHF
Days to expiry619
Trading placeSIX SP Exchange
Settlementphysical
Redemption date05.07.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date28.06.2017
Last trading date28.06.2019
Coupon payment dates05.10.2017, 05.01.2018, 05.04.2018, 05.07.2018, 05.10.2018, 07.01.2019, 05.04.2019, 05.07.2019
Barrier touch date--
Expiry28.06.2019
Redemption date05.07.2019

Barrier information

Barrier74.00%
Barrier absolute185.89 CHF
Distance to barrier1)24.28%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR9.18%
SSPA risk calculated on16.10.2017
1) Prices are 15 Min. delayed