8.75% p.a. Kick-In GOAL

Underlying: ABB / Adecco / Sika SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAFWDU / Valor: 38026792 / ISIN: CH0380267929

Last update 22.11.2017
  • Bid

    98.80 %
    Volume: 100'000

  • Ask

    99.80 %
    Volume: 100'000

Key figures

Coupon8.75% p.a.
Sideways return7.68% / 8.96% p.a.
Days to expiry308
Trading placeSIX SP Exchange
Settlementphysical
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

Barrier74.00%
Distance to barrier worst1)25.35%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR10.11%
SSPA risk calculated on21.11.2017
1) Prices are 15 Min. delayed