5.50% p.a. Kick-In GOAL

Underlying: LafargeHolcim / Roche / Swisscom / Zurich Insurance SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 37155238 / ISIN: CH0371552388

Last update 11:26:43
  • Bid

    91.70 %
    Volume: 100'000

  • Ask

    92.70 %
    Volume: 100'000

Key figures

Coupon5.50% p.a.
Sideways return11.67% / 17.80% p.a.
Days to expiry239
Trading placeSIX SP Exchange
Settlementphysical
Redemption date26.07.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date19.07.2017
Last trading date19.07.2019
Coupon payment dates26.01.2018, 26.07.2018, 28.01.2019, 26.07.2019
Barrier touch date--
Expiry19.07.2019
Redemption date26.07.2019

Barrier information

Barrier59.00%
Distance to barrier worst1)24.71%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR11.70%
SSPA risk calculated on21.11.2018
1) Prices are 15 Min. delayed