4.75% p.a. Kick-In GOAL

Underlying: Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KABNNU / Valor: 37027697 / ISIN: CH0370276971

Last update 21.09.2018
  • Bid

    99.10 %
    Volume: 100'000

  • Ask

    100.10 %
    Volume: 100'000

Key figures

Coupon4.75% p.a.
Sideways return3.69% / 4.62% p.a.
Days to expiry286
Trading placeSIX SP Exchange
Settlementphysical
Redemption date12.07.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date05.07.2017
Last trading date05.07.2019
Coupon payment dates12.01.2018, 12.07.2018, 14.01.2019, 12.07.2019
Barrier touch date--
Expiry05.07.2019
Redemption date12.07.2019

Barrier information

Barrier69.00%
Distance to barrier worst1)28.25%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classMedium (3)
SSPA VaR4.10%
SSPA risk calculated on20.09.2018
1) Prices are 15 Min. delayed