4.50% p.a. Early Redemption Kick-In GOAL

Underlying: Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) SIX symbol: KABDOU / Valor: 36031428 / ISIN: CH0360314287

Last update 17:10:57
  • Bid

    97.45 %
    Volume: 100'000

  • Ask

    98.45 %
    Volume: 100'000

Key figures

Strike absolute257.90 CHF
Coupon4.50% p.a.
Early Redemption Level257.90 CHF
Sideways return4.05% / 7.52% p.a.
Days to expiry193
Trading placeSIX SP Exchange
Settlementphysical
Redemption date12.04.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date05.04.2017
Last trading date05.04.2019
Coupon payment dates12.07.2017, 12.10.2017, 12.01.2018, 12.04.2018, 12.07.2018, 12.10.2018, 14.01.2019, 12.04.2019
Barrier touch date--
Expiry05.04.2019
Redemption date12.04.2019

Barrier information

Barrier74.00%
Barrier absolute190.85 CHF
Distance to barrier1)18.09%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classIncreased (4)
SSPA VaR7.11%
SSPA risk calculated on21.09.2018
1) Prices are 15 Min. delayed