11.75% p.a. Kick-In GOAL

Underlying: Bank of America / General Motors / NVIDIA Corp SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAFPDU / Valor: 38026444 / ISIN: CH0380264447

Last update 08.12.2017
  • Bid

    101.89 %
    Volume: 100'000

  • Ask

    102.89 %
    Volume: 100'000

Key figures

Coupon11.75% p.a.
Sideways return6.32% / 7.82% p.a.
Days to expiry290
Trading placeSIX SP Exchange
Settlementcash
Redemption date04.10.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date27.09.2017
Last trading date27.09.2018
Coupon payment dates04.04.2018, 04.10.2018
Barrier touch date--
Expiry27.09.2018
Redemption date04.10.2018

Barrier information

Barrier59.00%
Distance to barrier worst1)43.02%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classIncreased (4)
SSPA VaR7.04%
SSPA risk calculated on07.12.2017
1) Prices are Real time.