5.50% p.a. Early Redemption Kick-In GOAL

Underlying: Lonza SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) Valor: 38458982 / ISIN: CH0384589823

Key figures

Strike absolute256.00 CHF
Coupon5.50% p.a.
Early Redemption Level256.00 CHF
Days to expiryN/A
Trading placeSIX SP Exchange
Settlementcash
Redemption date01.11.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxNo

Product calendar

Fixing date25.10.2017
Last trading date25.10.2018
Coupon payment dates01.02.2018, 02.05.2018, 02.08.2018, 01.11.2018
Barrier touch date25.07.2018
Expiry25.10.2018
Redemption date01.11.2018

Barrier information

Barrier69.00%
Barrier absolute176.64 CHF
Distance to barrier1)--
Barrier touchedYes
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR9.05%
SSPA risk calculated on26.07.2018
1) Prices are Real time.