5.50% p.a. Kick-In GOAL

Underlying: Air Liquide / BASF / Clariant SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAOSDU / Valor: 38956202 / ISIN: CH0389562023

Last update 21.02.2020
  • Bid

    91.15 %
    Volume: 100'000

  • Ask

    92.15 %
    Volume: 100'000

Key figures

Coupon5.50% p.a.
Sideways return10.24% / 36.64% p.a.
Days to expiry107
Trading placeSIX SP Exchange
Settlementcash
Redemption date15.06.2020

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date06.12.2017
Last trading date08.06.2020
Coupon payment dates13.06.2018, 13.12.2018, 13.06.2019, 13.12.2019, 15.06.2020
Barrier touch date--
Expiry08.06.2020
Redemption date15.06.2020

Barrier information

Barrier54.00%
Distance to barrier worst1)16.53%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR39.74%
SSPA risk calculated on21.11.2019
1) Prices are 15 Min. delayed