6.00% p.a. Kick-In GOAL

Underlying: Credit Suisse / Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABRZU / Valor: 37407293 / ISIN: CH0374072939

Last update 11:11:48
  • Bid

    98.75 %
    Volume: 100'000

  • Ask

    99.75 %
    Volume: 100'000

Key figures

Coupon6.00% p.a.
Sideways return10.87% / 5.93% p.a.
Days to expiry647
Trading placeSIX SP Exchange
Settlementphysical
Redemption date09.08.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date02.08.2017
Last trading date02.08.2019
Coupon payment dates09.02.2018, 09.08.2018, 11.02.2019, 09.08.2019
Barrier touch date--
Expiry02.08.2019
Redemption date09.08.2019

Barrier information

Barrier59.00%
Distance to barrier worst1)38.11%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR11.32%
SSPA risk calculated on23.10.2017
1) Prices are 15 Min. delayed