6.25% p.a. Kick-In GOAL

Underlying: Danone / KELLOGG CO / Kraft Heinz / Nestlé SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAWNDU / Valor: 39786977 / ISIN: CH0397869774

Last update 21.06.2018
  • Bid

    85.55 %
    Volume: 100'000

  • Ask

    86.55 %
    Volume: 100'000

Key figures

Coupon6.25% p.a.
Sideways return26.58% / 15.56% p.a.
Days to expiry588
Trading placeSIX SP Exchange
Settlementcash
Redemption date07.02.2020

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date31.01.2018
Last trading date31.01.2020
Coupon payment dates07.08.2018, 07.02.2019, 07.08.2019, 07.02.2020
Barrier touch date--
Expiry31.01.2020
Redemption date07.02.2020

Barrier information

Barrier69.00%
Distance to barrier worst1)13.55%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR18.12%
SSPA risk calculated on20.06.2018
1) Prices are 15 Min. delayed