5.26% p.a. Kick-In GOAL

Underlying: Lonza / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 38800713 / ISIN: CH0388007137

Last update 17:13:20
  • Bid

    97.45 %
    Volume: 100'000

  • Ask

    98.45 %
    Volume: 100'000

Key figures

Coupon5.26% p.a.
Sideways return6.62% / 6.99% p.a.
Days to expiry339
Trading placeSIX SP Exchange
Settlementphysical
Redemption date29.11.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date22.11.2017
Last trading date22.11.2019
Coupon payment dates29.05.2018, 29.11.2018, 29.05.2019, 29.11.2019
Barrier touch date--
Expiry22.11.2019
Redemption date29.11.2019

Barrier information

Barrier64.00%
Distance to barrier worst1)35.92%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR11.20%
SSPA risk calculated on17.12.2018
1) Prices are 15 Min. delayed