4.25% p.a. Kick-In GOAL

Underlying: AbbVie / Novartis SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAFUDU / Valor: 38026460 / ISIN: CH0380264603

Last update 15.12.2017
  • Bid

    99.60 %
    Volume: 100'000

  • Ask

    100.60 %
    Volume: 100'000

Key figures

Coupon4.25% p.a.
Sideways return2.74% / 3.44% p.a.
Days to expiry284
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)41.99%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classModerate (2)
SSPA VaR2.62%
SSPA risk calculated on14.12.2017
1) Prices are 15 Min. delayed