5.50% p.a. Kick-In GOAL

Underlying: Aryzta / Lindt & Spruengli PS / Nestlé SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KACBDU / Valor: 37683841 / ISIN: CH0376838410

Last update 15.12.2017
  • Bid

    101.80 %
    Volume: 100'000

  • Ask

    102.80 %
    Volume: 100'000

Key figures

Coupon5.50% p.a.
Sideways return1.21% / 1.64% p.a.
Days to expiry264
Trading placeSIX SP Exchange
Settlementcash
Redemption date13.09.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date06.09.2017
Last trading date06.09.2018
Coupon payment dates13.03.2018, 13.09.2018
Barrier touch date--
Expiry06.09.2018
Redemption date13.09.2018

Barrier information

Barrier64.00%
Distance to barrier worst1)38.85%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR45.06%
SSPA risk calculated on14.12.2017
1) Prices are 15 Min. delayed