7.00% p.a. Kick-In GOAL

Underlying: BNP Paribas / Credit Agricole SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 38459737 / ISIN: CH0384597370

Last update 17:12:55
  • Bid

    71.90 %
    Volume: 100'000

  • Ask

    72.90 %
    Volume: 100'000

Key figures

Coupon7.00% p.a.
Sideways return46.27% / 48.34% p.a.
Days to expiry345
Trading placeSIX SP Exchange
Settlementcash
Redemption date08.11.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date01.11.2017
Last trading date01.11.2019
Coupon payment dates08.05.2018, 08.11.2018, 08.05.2019, 08.11.2019
Barrier touch date--
Expiry01.11.2019
Redemption date08.11.2019

Barrier information

Barrier64.00%
Distance to barrier worst1)5.76%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR25.80%
SSPA risk calculated on20.11.2018
1) Prices are 15 Min. delayed