4.00% p.a. ER Worst of Kick-In GOAL on S&P 500® / Russell 2000 Index (Barrier: 69%)

Underlying: Russell 2000 Index / S&P 500 Index SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) SIX symbol: KAENDU / Valor: 38026583 / ISIN: CH0380265832

Key figures

Coupon4.00% p.a.
Sideways return-- / --
Early Redemption Level100.00%
Days to expiry913
Settlementcash
Redemption date27.03.2020

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date20.09.2017
Last trading date20.03.2020
Observation dates20.03.2018, 20.06.2018, 20.09.2018, 18.12.2018, 20.03.2019, 20.06.2019, 20.09.2019, 18.12.2019, 20.03.2020
Coupon payment dates27.12.2017, 27.03.2018, 27.06.2018, 27.09.2018, 27.12.2018, 27.03.2019, 27.06.2019, 27.09.2019, 27.12.2019, 27.03.2020
Barrier touch date--
Expiry20.03.2020
Redemption date27.03.2020

Barrier information

Barrier69.00%
Distance to barrier worst1)31.83%
Barrier touchedNo
Barrier observationContinuous
1) Prices are 10 Min. delayed