8.00% p.a. Kick-In GOAL

Underlying: Citigroup / JPMorgan Chase / Morgan Stanley SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 38800929 / ISIN: CH0388009299

Last update 17:14:07
  • Bid

    96.45 %
    Volume: 20'000

  • Ask

    97.45 %
    Volume: 20'000

Key figures

Coupon8.00% p.a.
Sideways return6.97% / 12.82% p.a.
Days to expiry197
Trading placeSIX SP Exchange
Settlementcash
Redemption date06.06.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date29.11.2017
Last trading date30.05.2019
Coupon payment dates06.06.2018, 06.12.2018, 06.06.2019
Barrier touch date--
Expiry30.05.2019
Redemption date06.06.2019

Barrier information

Barrier59.00%
Distance to barrier worst1)30.28%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR15.63%
SSPA risk calculated on13.11.2018
1) Prices are 15 Min. delayed