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 23.02.2018
  • Bid

    96.25 %
    Volume: 100'000

  • Ask

    97.25 %
    Volume: 100'000

Key figures

Coupon7.50% p.a.
Sideways return21.48% / 8.33% p.a.
Days to expiry881
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)43.40%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR14.72%
SSPA risk calculated on22.02.2018
1) Prices are 15 Min. delayed