6.25% p.a. Kick-In GOAL

Underlying: Swiss Re / Swisscom / Zurich Insurance SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 38800710 / ISIN: CH0388007103

Last update 16.11.2018
  • Bid

    96.50 %
    Volume: 100'000

  • Ask

    97.50 %
    Volume: 100'000

Key figures

Coupon6.25% p.a.
Sideways return12.01% / 7.70% p.a.
Days to expiry551
Trading placeSIX SP Exchange
Settlementphysical
Redemption date29.05.2020

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date22.11.2017
Last trading date22.05.2020
Coupon payment dates29.05.2018, 29.11.2018, 29.05.2019, 29.11.2019, 29.05.2020
Barrier touch date--
Expiry22.05.2020
Redemption date29.05.2020

Barrier information

Barrier64.00%
Distance to barrier worst1)29.30%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR17.52%
SSPA risk calculated on15.11.2018
1) Prices are 15 Min. delayed