6.50% p.a. Kick-In GOAL

Underlying: Orange / Sunrise / Swisscom SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KACACU / Valor: 37683372 / ISIN: CH0376833726

Last update 15.12.2017
  • Bid

    99.75 %
    Volume: 100'000

  • Ask

    100.80 %
    Volume: 100'000

Key figures

Coupon6.50% p.a.
Sideways return10.11% / 5.75% p.a.
Days to expiry622
Trading placeSIX SP Exchange
Settlementcash
Redemption date06.09.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date30.08.2017
Last trading date30.08.2019
Coupon payment dates06.03.2018, 06.09.2018, 06.03.2019, 06.09.2019
Barrier touch date--
Expiry30.08.2019
Redemption date06.09.2019

Barrier information

Barrier64.00%
Distance to barrier worst1)37.96%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR13.08%
SSPA risk calculated on14.12.2017
1) Prices are 15 Min. delayed