5.50% p.a. Kick-In GOAL

Underlying: Danone / Mondelez / Nestlé / Unilever SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) Valor: 41479743 / ISIN: CH0414797438

Last update 14.12.2018
  • Bid

    97.60 %
    Volume: 100'000

  • Ask

    98.60 %
    Volume: 100'000

Key figures

Coupon5.50% p.a.
Sideways return6.73% / 7.01% p.a.
Days to expiry344
Trading placeSIX SP Exchange
Settlementcash
Redemption date02.12.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date23.05.2018
Last trading date25.11.2019
Coupon payment dates30.11.2018, 30.05.2019, 02.12.2019
Barrier touch date--
Expiry25.11.2019
Redemption date02.12.2019

Barrier information

Barrier64.00%
Distance to barrier worst1)34.49%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR15.42%
SSPA risk calculated on13.12.2018
1) Prices are 15 Min. delayed