20.50% p.a. Kick-In GOAL

Underlying: AVIS BUDGET GROUP INC / HERTZ GLOBAL HOLDINGS INC SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAFZDU / Valor: 38179813 / ISIN: CH0381798138

Last update 17:14:21
  • Bid

    97.45 %
    Volume: 100'000

  • Ask

    98.45 %
    Volume: 100'000

Key figures

Coupon20.50% p.a.
Sideways return18.09% / 22.26% p.a.
Days to expiry295
Trading placeSIX SP Exchange
Settlementcash
Redemption date11.10.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date04.10.2017
Last trading date04.10.2018
Coupon payment dates11.04.2018, 11.10.2018
Barrier touch date--
Expiry04.10.2018
Redemption date11.10.2018

Barrier information

Barrier59.00%
Distance to barrier worst1)34.50%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR39.98%
SSPA risk calculated on12.12.2017
1) Prices are 15 Min. delayed