7.75% p.a. Kick-In GOAL

Underlying: BNP Paribas / Credit Agricole / Deutsche Bank SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAGFDU / Valor: 38179820 / ISIN: CH0381798203

Last update 16.02.2018
  • Bid

    93.96 %
    Volume: 100'000

  • Ask

    94.95 %
    Volume: 100'000

Key figures

Coupon7.75% p.a.
Sideways return10.23% / 16.33% p.a.
Days to expiry228
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)33.18%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR24.48%
SSPA risk calculated on15.02.2018
1) Prices are 15 Min. delayed