5.50% p.a. Kick-In GOAL

Underlying: BASF / Bayer / Lanxess SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 39576942 / ISIN: CH0395769422

Last update 09:26:52
  • Bid

    72.10 %
    Volume: 100'000

  • Ask

    73.10 %
    Volume: 100'000

Key figures

Coupon5.50% p.a.
Sideways return44.99% / 35.63% p.a.
Days to expiry438
Trading placeSIX SP Exchange
Settlementcash
Redemption date31.01.2020

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date24.01.2018
Last trading date24.01.2020
Coupon payment dates31.07.2018, 31.01.2019, 31.07.2019, 31.01.2020
Barrier touch date--
Expiry24.01.2020
Redemption date31.01.2020

Barrier information

Barrier59.00%
Distance to barrier worst1)8.76%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classVery high (6)
SSPA VaR24.65%
SSPA risk calculated on09.11.2018
1) Prices are 15 Min. delayed