8.25% p.a. Early Redemption Kick-In GOAL

Underlying: Basilea SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) SIX symbol: KABPDU / Valor: 37154096 / ISIN: CH0371540961

Last update 17:13:18
  • Bid

    97.32 %
    Volume: 100'000

  • Ask

    98.32 %
    Volume: 100'000

Key figures

Strike absolute82.40 CHF
Coupon8.25% p.a.
Sideways return16.73% / 8.86% p.a.
Early Redemption Level82.40 CHF
Days to expiry658
Trading placeSIX SP Exchange
Settlementphysical
Redemption date19.07.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date12.07.2017
Last trading date12.07.2019
Coupon payment dates19.10.2017, 19.01.2018, 19.04.2018, 19.07.2018, 19.10.2018, 21.01.2019, 23.04.2019, 19.07.2019
Barrier touch date--
Expiry12.07.2019
Redemption date19.07.2019

Barrier information

Barrier69.00%
Barrier absolute56.856 CHF
Distance to barrier1)28.75%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classMedium (3)
SSPA VaR5.57%
SSPA risk calculated on21.09.2017
1) Prices are 15 Min. delayed