9.75% p.a. Kick-In GOAL

Underlying: Enel / Fiat Chrysler / UniCredit SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KASGDU / Valor: 39167120 / ISIN: CH0391671200

Last update 26.02.2020
  • Bid

    93.45 %
    Volume: 100'000

  • Ask

    94.45 %
    Volume: 100'000

Key figures

Coupon9.75% p.a.
Sideways return9.44% / 28.81% p.a.
Days to expiry123
Trading placeSIX SP Exchange
Settlementcash
Redemption date06.07.2020

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date27.12.2017
Last trading date29.06.2020
Coupon payment dates04.07.2018, 04.01.2019, 04.07.2019, 06.01.2020, 06.07.2020
Barrier touch date--
Expiry29.06.2020
Redemption date06.07.2020

Barrier information

Barrier54.00%
Distance to barrier worst1)31.98%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR23.44%
SSPA risk calculated on21.11.2019
1) Prices are 15 Min. delayed