6.50% p.a. Kick-In GOAL

Underlying: Merck & Co. / Novartis / Sanofi SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABMPU / Valor: 36898987 / ISIN: CH0368989874

Last update 20.07.2018
  • Bid

    97.85 %
    Volume: 100'000

  • Ask

    98.85 %
    Volume: 100'000

Key figures

Coupon6.50% p.a.
Sideways return4.15% / 9.17% p.a.
Days to expiry158
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 date27.12.2018
Coupon payment dates05.01.2018, 05.07.2018, 07.01.2019
Barrier touch date--
Expiry27.12.2018
Redemption date07.01.2019

Barrier information

Barrier69.00%
Distance to barrier worst1)17.33%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR22.24%
SSPA risk calculated on19.07.2018
1) Prices are 15 Min. delayed