8.75% p.a. Kick-In GOAL

Underlying: Credit Suisse / Deutsche Bank / Goldman Sachs SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABSWU / Valor: 37407198 / ISIN: CH0374071980

Last update 15:05:13
  • Bid

    98.25 %
    Volume: 100'000

  • Ask

    99.25 %
    Volume: 100'000

Key figures

Coupon8.75% p.a.
Sideways return7.91% / 9.63% p.a.
Days to expiry295
Trading placeSIX SP Exchange
Settlementcash
Redemption date16.08.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date09.08.2017
Last trading date09.08.2018
Coupon payment dates16.02.2018, 16.08.2018
Barrier touch date--
Expiry09.08.2018
Redemption date16.08.2018

Barrier information

Barrier64.00%
Distance to barrier worst1)33.43%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classIncreased (4)
SSPA VaR6.87%
SSPA risk calculated on17.10.2017
1) Prices are 15 Min. delayed