5.75% p.a. Kick-In GOAL

Underlying: Novo Nordisk / Roche / Sanofi SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 38955657 / ISIN: CH0389556579

Last update 12:26:14
  • Bid

    97.25 %
    Volume: 100'000

  • Ask

    98.25 %
    Volume: 100'000

Key figures

Coupon5.75% p.a.
Sideways return7.88% / 7.31% p.a.
Days to expiry385
Trading placeSIX SP Exchange
Settlementcash
Redemption date13.12.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date06.12.2017
Last trading date06.12.2019
Coupon payment dates13.06.2018, 13.12.2018, 13.06.2019, 13.12.2019
Barrier touch date--
Expiry06.12.2019
Redemption date13.12.2019

Barrier information

Barrier59.00%
Distance to barrier worst1)33.12%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR22.15%
SSPA risk calculated on15.11.2018
1) Prices are 15 Min. delayed