6.00% p.a. Early Redemption Kick-In GOAL

Underlying: Leonteq SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) SIX symbol: KACOCU / Valor: 37683387 / ISIN: CH0376833874

Last update 22.09.2017
  • Bid

    94.80 %
    Volume: 100'000

  • Ask

    95.80 %
    Volume: 100'000

Key figures

Strike absolute56.40 CHF
Coupon6.00% p.a.
Sideways return5.62% / 31.44% p.a.
Early Redemption Level56.40 CHF
Days to expiry340
Trading placeSIX SP Exchange
Settlementphysical
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 dates06.12.2017, 06.03.2018, 06.06.2018, 06.09.2018
Barrier touch date--
Expiry30.08.2018
Redemption date06.09.2018

Barrier information

Barrier54.00%
Barrier absolute30.456 CHF
Distance to barrier1)47.94%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR41.96%
SSPA risk calculated on21.09.2017
1) Prices are 15 Min. delayed