6.75% p.a. Kick-In GOAL

Underlying: Danone / KELLOGG CO / Kraft Heinz / Nestlé SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAOWDU / Valor: 38956205 / ISIN: CH0389562056

Last update 23.02.2018
  • Bid

    90.15 %
    Volume: 100'000

  • Ask

    91.15 %
    Volume: 100'000

Key figures

Coupon6.75% p.a.
Sideways return22.68% / 12.02% p.a.
Days to expiry650
Trading placeSIX SP Exchange
Settlementcash
Redemption date13.12.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date06.12.2017
Last trading date06.12.2019
Coupon payment dates13.06.2018, 13.12.2018, 13.06.2019, 13.12.2019
Barrier touch date--
Expiry06.12.2019
Redemption date13.12.2019

Barrier information

Barrier59.00%
Distance to barrier worst1)31.20%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR34.64%
SSPA risk calculated on22.02.2018
1) Prices are 15 Min. delayed