5.00% p.a. Kick-In GOAL

Underlying: Swiss Life / Swiss Re / Zurich Insurance SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABFIU / Valor: 36389492 / ISIN: CH0363894921

Last update 21.09.2018
  • Bid

    101.40 %
    Volume: 100'000

  • Ask

    102.40 %
    Volume: 100'000

Key figures

Coupon5.00% p.a.
Sideways return0.75% / 1.20% p.a.
Days to expiry222
Trading placeSIX SP Exchange
Settlementphysical
Redemption date10.05.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date03.05.2017
Last trading date03.05.2019
Coupon payment dates10.11.2017, 11.05.2018, 12.11.2018, 10.05.2019
Barrier touch date--
Expiry03.05.2019
Redemption date10.05.2019

Barrier information

Barrier64.00%
Distance to barrier worst1)37.71%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classModerate (2)
SSPA VaR2.35%
SSPA risk calculated on20.09.2018
1) Prices are 15 Min. delayed