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 20.07.2018
  • Bid

    99.40 %
    Volume: 100'000

  • Ask

    100.40 %
    Volume: 100'000

Key figures

Coupon6.00% p.a.
Sideways return5.71% / 5.43% p.a.
Days to expiry376
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)37.85%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR9.25%
SSPA risk calculated on19.07.2018
1) Prices are 15 Min. delayed