8.50% p.a. Early Redemption Kick-In GOAL

Underlying: Logitech SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) SIX symbol: KABRHU / Valor: 37287804 / ISIN: CH0372878048

Last update 19.10.2017
  • Bid

    97.40 %
    Volume: 100'000

  • Ask

    98.40 %
    Volume: 100'000

Key figures

Strike absolute35.85 CHF
Coupon8.50% p.a.
Sideways return-- / --
Early Redemption Level35.85 CHF
Days to expiry465
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 dates03.11.2017, 05.02.2018, 03.05.2018, 03.08.2018, 05.11.2018, 04.02.2019
Barrier touch date--
Expiry28.01.2019
Redemption date04.02.2019

Barrier information

Barrier69.00%
Barrier absolute24.7365 CHF
Distance to barrier1)--
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classModerate (2)
SSPA VaR3.03%
SSPA risk calculated on18.10.2017
1) N/A