6.25% p.a. Kick-In GOAL

Underlying: Swiss Life / Swiss Re SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 38458970 / ISIN: CH0384589708

Last update 12.11.2018
  • Bid

    99.80 %
    Volume: 100'000

  • Ask

    100.80 %
    Volume: 100'000

Key figures

Coupon6.25% p.a.
Sideways return5.19% / 5.37% p.a.
Days to expiry346
Trading placeSIX SP Exchange
Settlementcash
Redemption date01.11.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date25.10.2017
Last trading date25.10.2019
Coupon payment dates02.05.2018, 01.11.2018, 02.05.2019, 01.11.2019
Barrier touch date--
Expiry25.10.2019
Redemption date01.11.2019

Barrier information

Barrier74.00%
Distance to barrier worst1)25.69%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR14.64%
SSPA risk calculated on09.11.2018
1) Prices are 15 Min. delayed