4.75% p.a. Kick-In GOAL

Underlying: Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABNNU / Valor: 37027697 / ISIN: CH0370276971

Last update 14:49:52
  • Bid

    94.95 %
    Volume: 100'000

  • Ask

    95.95 %
    Volume: 100'000

Key figures

Coupon4.75% p.a.
Sideways return10.10% / 8.23% p.a.
Days to expiry437
Trading placeSIX SP Exchange
Settlementphysical
Redemption date12.07.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date05.07.2017
Last trading date05.07.2019
Coupon payment dates12.01.2018, 12.07.2018, 14.01.2019, 12.07.2019
Barrier touch date--
Expiry05.07.2019
Redemption date12.07.2019

Barrier information

Barrier69.00%
Distance to barrier worst1)23.49%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR15.50%
SSPA risk calculated on23.04.2018
1) Prices are 15 Min. delayed