5.00% p.a. Kick-In GOAL

Underlying: ABB / LafargeHolcim SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABRUU / Valor: 37288454 / ISIN: CH0372884541

Last update 17:09:13
  • Bid

    98.55 %
    Volume: 100'000

  • Ask

    99.55 %
    Volume: 100'000

Key figures

Coupon5.00% p.a.
Sideways return5.14% / 5.51% p.a.
Days to expiry334
Trading placeSIX SP Exchange
Settlementphysical
Redemption date22.07.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date14.07.2017
Last trading date15.07.2019
Coupon payment dates23.10.2017, 22.01.2018, 23.04.2018, 23.07.2018, 22.10.2018, 21.01.2019, 24.04.2019, 22.07.2019
Barrier touch date--
Expiry15.07.2019
Redemption date22.07.2019

Barrier information

Barrier50.00%
Distance to barrier worst1)41.15%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR9.66%
SSPA risk calculated on14.08.2018
1) Prices are 15 Min. delayed