5.25% p.a. Kick-In GOAL

Underlying: Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABQUU / Valor: 37287787 / ISIN: CH0372877875

Last update 15.08.2018
  • Bid

    99.35 %
    Volume: 100'000

  • Ask

    100.40 %
    Volume: 100'000

Key figures

Coupon5.25% p.a.
Sideways return2.02% / 4.34% p.a.
Days to expiry165
Trading placeSIX SP Exchange
Settlementphysical
Redemption date04.02.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date26.07.2017
Last trading date28.01.2019
Coupon payment dates05.02.2018, 03.08.2018, 04.02.2019
Barrier touch date--
Expiry28.01.2019
Redemption date04.02.2019

Barrier information

Barrier74.00%
Distance to barrier worst1)24.39%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classIncreased (4)
SSPA VaR6.79%
SSPA risk calculated on14.08.2018
1) Prices are Real time.