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 12:26:48
  • Bid

    77.45 %
    Volume: 100'000

  • Ask

    78.45 %
    Volume: 100'000

Key figures

Strike absolute82.40 CHF
Coupon8.25% p.a.
Early Redemption Level82.40 CHF
Sideways return36.83% / 40.58% p.a.
Days to expiry329
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)2.31%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR17.35%
SSPA risk calculated on16.08.2018
1) Prices are 15 Min. delayed