5.75% p.a. Kick-In GOAL

Underlying: ABB / Geberit / Givaudan / Swiss Life SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAFXDU / Valor: 38026793 / ISIN: CH0380267937

Last update 21.06.2018
  • Bid

    96.20 %
    Volume: 100'000

  • Ask

    97.20 %
    Volume: 100'000

Key figures

Coupon5.75% p.a.
Sideways return10.34% / 7.96% p.a.
Days to expiry462
Trading placeSIX SP Exchange
Settlementphysical
Redemption date04.10.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date27.09.2017
Last trading date27.09.2019
Coupon payment dates04.04.2018, 04.10.2018, 04.04.2019, 04.10.2019
Barrier touch date--
Expiry27.09.2019
Redemption date04.10.2019

Barrier information

Barrier64.00%
Distance to barrier worst1)30.37%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR21.38%
SSPA risk calculated on20.06.2018
1) Prices are 15 Min. delayed