4.70% p.a. Kick-In GOAL

Underlying: Baloise / Swiss Re / Vontobel SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: CATUNU / Valor: 37287379 / ISIN: CH0372873791

Last update 16.08.2018
  • Bid

    100.30 %
    Volume: 100'000

  • Ask

    101.30 %
    Volume: 100'000

Key figures

Coupon4.70% p.a.
Sideways return1.09% / 2.55% p.a.
Days to expiry150
Trading placeSIX SP Exchange
Settlementphysical
Redemption date21.01.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date13.07.2017
Last trading date14.01.2019
Coupon payment dates20.10.2017, 22.01.2018, 20.04.2018, 20.07.2018, 22.10.2018, 21.01.2019
Barrier touch date--
Expiry14.01.2019
Redemption date21.01.2019

Barrier information

Barrier70.00%
Distance to barrier worst1)27.52%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classModerate (2)
SSPA VaR2.04%
SSPA risk calculated on16.08.2018
1) Prices are 15 Min. delayed