5.20% p.a. Early Redemption Kick-In GOAL

Underlying: Euro STOXX 50 Price Index SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) Valor: 36783863 / ISIN: CH0367838635

Last update 14.12.2018
  • Bid

    95.20 %
    Volume: 100'000

  • Ask

    96.20 %
    Volume: 100'000

Key figures

Strike absolute3'586.62 EUR
Coupon5.20% p.a.
Early Redemption Level3'586.62 EUR
Sideways return6.65% / 15.21% p.a.
Days to expiry159
Settlementcash
Redemption date31.05.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date24.05.2017
Last trading date24.05.2019
Coupon payment dates31.08.2017, 01.12.2017, 05.03.2018, 31.05.2018, 31.08.2018, 03.12.2018, 04.03.2019, 31.05.2019
Barrier touch date--
Expiry24.05.2019
Redemption date31.05.2019

Barrier information

Barrier72.00%
Barrier absolute2'582.3664 EUR
Distance to barrier1)16.50%
Barrier touchedNo

SSPA risk figures

SSPA risk classIncreased (4)
SSPA VaR8.24%
SSPA risk calculated on13.12.2018
1) Prices are 15 Min. delayed