5.75% p.a. Kick-In GOAL

Underlying: Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABSXU / Valor: 37407199 / ISIN: CH0374071998

Last update 14.08.2018
  • Bid

    97.70 %
    Volume: 100'000

  • Ask

    98.70 %
    Volume: 100'000

Key figures

Coupon5.75% p.a.
Sideways return6.99% / 6.97% p.a.
Days to expiry359
Trading placeSIX SP Exchange
Settlementphysical
Redemption date16.08.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date09.08.2017
Last trading date09.08.2019
Coupon payment dates16.02.2018, 16.08.2018, 18.02.2019, 16.08.2019
Barrier touch date--
Expiry09.08.2019
Redemption date16.08.2019

Barrier information

Barrier74.00%
Distance to barrier worst1)24.33%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR12.50%
SSPA risk calculated on13.08.2018
1) Prices are 15 Min. delayed