5.75% p.a. Kick-In GOAL

Underlying: Bayer / Merck & Co. / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 37683377 / ISIN: CH0376833775

Last update 13.11.2018
  • Bid

    63.70 %
    Volume: 100'000

  • Ask

    64.70 %
    Volume: 100'000

Key figures

Coupon5.75% p.a.
Days to expiry289
Trading placeSIX SP Exchange
Settlementcash
Redemption date06.09.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date30.08.2017
Last trading date30.08.2019
Coupon payment dates06.03.2018, 06.09.2018, 06.03.2019, 06.09.2019
Barrier touch date23.10.2018
Expiry30.08.2019
Redemption date06.09.2019

Barrier information

Barrier64.00%
Distance to barrier worst1)--
Barrier touchedYes
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR27.22%
SSPA risk calculated on12.11.2018
1) Prices are 15 Min. delayed