5.50% p.a. Kick-In GOAL

Underlying: Credit Suisse SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAVYDU / Valor: 39576825 / ISIN: CH0395768259

Last update 17:14:43
  • Bid

    87.85 %
    Volume: 200'000

  • Ask

    88.45 %
    Volume: 200'000

Key figures

Strike absolute18.29 CHF
Coupon5.50% p.a.
Sideways return16.16% / 30.23% p.a.
Days to expiry200
Trading placeSIX SP Exchange
Settlementphysical
Redemption date18.01.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date12.01.2018
Last trading date11.01.2019
Coupon payment dates19.07.2018, 18.01.2019
Barrier touch date--
Expiry11.01.2019
Redemption date18.01.2019

Barrier information

Barrier74.00%
Barrier absolute13.53 CHF
Distance to barrier1)8.92%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR15.49%
SSPA risk calculated on22.06.2018
1) Prices are 15 Min. delayed