5.00% p.a. Kick-In GOAL

Underlying: Bayer / Roche / Sanofi SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABMRU / Valor: 36898986 / ISIN: CH0368989866

Last update 19.07.2018
  • Bid

    96.80 %
    Volume: 100'000

  • Ask

    97.80 %
    Volume: 100'000

Key figures

Coupon5.00% p.a.
Sideways return4.60% / 10.07% p.a.
Days to expiry161
Trading placeSIX SP Exchange
Settlementcash
Redemption date07.01.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date28.06.2017
Last trading date28.12.2018
Coupon payment dates05.01.2018, 05.07.2018, 07.01.2019
Barrier touch date--
Expiry28.12.2018
Redemption date07.01.2019

Barrier information

Barrier59.00%
Distance to barrier worst1)22.25%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classIncreased (4)
SSPA VaR8.04%
SSPA risk calculated on18.07.2018
1) Prices are 15 Min. delayed