4.50% p.a. Kick-In GOAL

Underlying: Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAARTU / Valor: 33840586 / ISIN: CH0338405860

Last update 17:12:50
  • Bid

    99.40 %
    Volume: 100'000

  • Ask

    100.40 %
    Volume: 100'000

Key figures

Coupon4.50% p.a.
Sideways return3.95% / 4.04% p.a.
Days to expiry350
Trading placeSIX SP Exchange
Settlementphysical
Redemption date07.10.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date28.09.2016
Last trading date30.09.2019
Coupon payment dates05.04.2017, 05.10.2017, 05.04.2018, 05.10.2018, 05.04.2019, 07.10.2019
Barrier touch date--
Expiry30.09.2019
Redemption date07.10.2019

Barrier information

Barrier64.00%
Distance to barrier worst1)33.46%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classMedium (3)
SSPA VaR4.38%
SSPA risk calculated on12.10.2018
1) Prices are 15 Min. delayed