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 22.11.2017
  • Bid

    97.50 %
    Volume: 100'000

  • Ask

    98.50 %
    Volume: 100'000

Key figures

Coupon5.75% p.a.
Sideways return12.29% / 6.42% p.a.
Days to expiry673
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)32.25%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR14.82%
SSPA risk calculated on21.11.2017
1) Prices are Real time.