7.25% p.a. Kick-In GOAL

Underlying: BMW / Daimler / Volkswagen VZ SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 38800931 / ISIN: CH0388009315

Last update 16.11.2018
  • Bid

    77.60 %
    Volume: 100'000

  • Ask

    78.60 %
    Volume: 100'000

Key figures

Coupon7.25% p.a.
Sideways return35.47% / 33.45% p.a.
Days to expiry377
Trading placeSIX SP Exchange
Settlementcash
Redemption date06.12.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date29.11.2017
Last trading date29.11.2019
Coupon payment dates06.06.2018, 06.12.2018, 06.06.2019, 06.12.2019
Barrier touch date--
Expiry29.11.2019
Redemption date06.12.2019

Barrier information

Barrier64.00%
Distance to barrier worst1)11.10%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR17.54%
SSPA risk calculated on15.11.2018
1) Prices are 15 Min. delayed