6.25% p.a. Kick-In GOAL

Underlying: Credit Suisse / LafargeHolcim / Logitech SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABNMU / Valor: 37027696 / ISIN: CH0370276963

Key figures

Coupon6.25% p.a.
Sideways return--
Days to expiryN/A
Trading placeSIX SP Exchange
Settlementphysical
Redemption date12.07.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date05.07.2017
Last trading date05.07.2018
Coupon payment dates12.01.2018, 12.07.2018
Barrier touch date05.07.2018
Expiry05.07.2018
Redemption date12.07.2018

Barrier information

Barrier59.00%
Distance to barrier worst1)--
Barrier touchedYes
Barrier observationContinuous

SSPA risk figures

SSPA risk classMedium (3)
SSPA VaR5.14%
SSPA risk calculated on04.07.2018
1) Prices are Real time.