5.25% p.a. Kick-In GOAL

Underlying: Bayer / Royal Dutch Shell plc / Total SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 38630577 / ISIN: CH0386305772

Last update 13.11.2018
  • Bid

    67.45 %
    Volume: 100'000

  • Ask

    68.45 %
    Volume: 100'000

Key figures

Coupon5.25% p.a.
Sideways return52.03% / 50.67% p.a.
Days to expiry366
Trading placeSIX SP Exchange
Settlementcash
Redemption date22.11.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date15.11.2017
Last trading date15.11.2019
Coupon payment dates22.05.2018, 22.11.2018, 22.05.2019, 22.11.2019
Barrier touch date--
Expiry15.11.2019
Redemption date22.11.2019

Barrier information

Barrier59.00%
Distance to barrier worst1)5.95%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR33.64%
SSPA risk calculated on12.11.2018
1) Prices are Real time.