5.00% p.a. Kick-In GOAL

Underlying: Euro STOXX 50 EUR Price Index / Hang Seng China Enterprises Index / S&P 500 Index SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAFVDU / Valor: 38026461 / ISIN: CH0380264611

Last update 22.11.2017
  • Bid

    101.06 %
    Volume: 100'000

  • Ask

    102.06 %
    Volume: 100'000

Key figures

Coupon5.00% p.a.
Sideways return2.19% / 2.54% p.a.
Days to expiry308
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

Barrier69.00%
Distance to barrier worst1)31.14%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classLow (1)
SSPA VaR1.85%
SSPA risk calculated on21.11.2017
1) Prices are 15 Min. delayed