5.25% p.a. Kick-In GOAL

Underlying: Swiss Life / Swiss Re / Swisscom SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAEBDU / Valor: 38026569 / ISIN: CH0380265691

Last update 15:42:17
  • Bid

    98.90 %
    Volume: 100'000

  • Ask

    99.90 %
    Volume: 100'000

Key figures

Coupon5.25% p.a.
Sideways return7.09% / 5.25% p.a.
Days to expiry482
Trading placeSIX SP Exchange
Settlementphysical
Redemption date27.03.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date20.09.2017
Last trading date20.03.2019
Coupon payment dates27.03.2018, 27.09.2018, 27.03.2019
Barrier touch date--
Expiry20.03.2019
Redemption date27.03.2019

Barrier information

Barrier69.00%
Distance to barrier worst1)30.88%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR9.85%
SSPA risk calculated on22.11.2017
1) Prices are 15 Min. delayed