13.50% p.a. Early Redemption Kick-In GOAL

Underlying: Twitter Inc. SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230, Auto-Callable) SIX symbol: KALWDU / Valor: 38630569 / ISIN: CH0386305699

Key figures

Strike absolute19.91 USD
Coupon13.50% p.a.
Early Redemption Level19.91 USD
Days to expiry25
Trading placeSIX SP Exchange
Settlementcash
Redemption date23.11.2018

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date15.11.2017
Last trading date15.11.2018
Coupon payment dates22.02.2018, 22.05.2018, 22.08.2018, 23.11.2018
Barrier touch date15.05.2018
Expiry15.11.2018
Redemption date23.11.2018

Barrier information

Barrier64.00%
Barrier absolute12.7424 USD
Distance to barrier1)--
Barrier touchedYes
Barrier observationContinuous

SSPA risk figures

SSPA risk classLow (1)
SSPA VaR1.86%
SSPA risk calculated on16.05.2018
1) Prices are 15 Min. delayed