8.25% p.a. Kick-In GOAL

Underlying: BHP Billiton / Glencore / Rio Tinto SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KACECU / Valor: 37683376 / ISIN: CH0376833767

Last update 22.09.2017
  • Bid

    98.44 %
    Volume: 100'000

  • Ask

    99.44 %
    Volume: 100'000

Key figures

Coupon8.25% p.a.
Sideways return8.43% / 8.86% p.a.
Days to expiry341
Trading placeSIX SP Exchange
Settlementcash
Redemption date06.09.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date30.08.2017
Last trading date30.08.2018
Coupon payment dates06.03.2018, 06.09.2018
Barrier touch date--
Expiry30.08.2018
Redemption date06.09.2018

Barrier information

Barrier59.00%
Distance to barrier worst1)36.20%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR15.28%
SSPA risk calculated on21.09.2017
1) Prices are 15 Min. delayed