7.50% p.a. Kick-In GOAL

Underlying: BNP Paribas / Commerzbank / UniCredit SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAUFDU / Valor: 39576948 / ISIN: CH0395769489

Last update 16:00:56
  • Bid

    74.20 %
    Volume: 100'000

  • Ask

    75.20 %
    Volume: 100'000

Key figures

Coupon7.50% p.a.
Sideways return50.69% / 22.45% p.a.
Days to expiry732
Trading placeSIX SP Exchange
Settlementcash
Redemption date31.07.2020

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date24.01.2018
Last trading date24.07.2020
Coupon payment dates31.07.2018, 31.01.2019, 31.07.2019, 31.01.2020, 31.07.2020
Barrier touch date--
Expiry24.07.2020
Redemption date31.07.2020

Barrier information

Barrier54.00%
Distance to barrier worst1)15.22%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR29.16%
SSPA risk calculated on19.07.2018
1) Prices are 15 Min. delayed