13.50% p.a. Kick-In GOAL

Underlying: Exxon Mobil / Freeport McMoRan / Newfield Exploration Co. SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 37888139 / ISIN: CH0378881392

Last update 16.11.2018
  • Bid

    80.75 %
    Volume: 20'000

  • Ask

    81.75 %
    Volume: 20'000

Key figures

Coupon13.50% p.a.
Sideways return27.20% / 105.39% p.a.
Days to expiry115
Trading placeSIX SP Exchange
Settlementcash
Redemption date20.03.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date13.09.2017
Last trading date13.03.2019
Coupon payment dates20.03.2018, 20.09.2018, 20.03.2019
Barrier touch date--
Expiry13.03.2019
Redemption date20.03.2019

Barrier information

Barrier59.00%
Distance to barrier worst1)16.65%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR35.58%
SSPA risk calculated on15.11.2018
1) Prices are 15 Min. delayed