10.75% p.a. Kick-In GOAL

Underlying: Alibaba / Amazon.com / eBay SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KACZAU / Valor: 37559153 / ISIN: CH0375591531

Last update 17:12:05
  • Bid

    98.25 %
    Volume: 100'000

  • Ask

    99.25 %
    Volume: 100'000

Key figures

Coupon10.75% p.a.
Sideways return6.42% / 12.23% p.a.
Days to expiry190
Trading placeSIX SP Exchange
Settlementcash
Redemption date28.02.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date23.08.2017
Last trading date21.02.2019
Coupon payment dates28.02.2018, 30.08.2018, 28.02.2019
Barrier touch date--
Expiry21.02.2019
Redemption date28.02.2019

Barrier information

Barrier64.00%
Distance to barrier worst1)33.75%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classMedium (3)
SSPA VaR5.92%
SSPA risk calculated on14.08.2018
1) Prices are 15 Min. delayed