5.75% p.a. Kick-In GOAL

Underlying: Bayer / Merck & Co. / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KACFCU / Valor: 37683377 / ISIN: CH0376833775

Last update 17:14:47
  • Bid

    100.51 %
    Volume: 100'000

  • Ask

    101.51 %
    Volume: 100'000

Key figures

Coupon5.75% p.a.
Sideways return9.62% / 4.79% p.a.
Days to expiry710
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)36.94%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR15.16%
SSPA risk calculated on18.09.2017
1) Prices are 15 Min. delayed