8.75% p.a. Kick-In GOAL

Underlying: BASF / Bayer / Sanofi SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAEFDU / Valor: 38026573 / ISIN: CH0380265733

Last update 12:17:08
  • Bid

    93.50 %
    Volume: 100'000

  • Ask

    94.50 %
    Volume: 100'000

Key figures

Coupon8.75% p.a.
Sideways return16.39% / 13.58% p.a.
Days to expiry428
Trading placeSIX SP Exchange
Settlementcash
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

Barrier74.00%
Distance to barrier worst1)17.34%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR12.28%
SSPA risk calculated on15.01.2018
1) Prices are 15 Min. delayed