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Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Georg Fischer N6161.05CHF61.05
(100.00%)
-0.08%36.630
(60.00%)
39.95%81.9001
Part Grp Hldg N11521'216.75CHF1'216.75
(100.00%)
-5.62%730.050
(60.00%)
36.63%4.1093
Holcim N78.2666.81CHF66.81
(100.00%)
14.63%40.086
(60.00%)
48.78%74.8391
Sandoz Group AG32.2828.055CHF28.06
(100.00%)
13.09%16.833
(60.00%)
47.85%178.2214

Reference data

ISIN CH1303979285
Security 130397928
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'459.06

Coupon

Coupon (Coupon p.a.)9.18% (9.16% )
Coupon paymentguaranteed
Interest portion p.a.1.34%
Premium portion p.a.7.82%
Coupon date23.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.12.2023
Payment day22.12.2023
First trading day22.12.2023
Last trading day16.12.2024
Final fixing day16.12.2024
Redemption date23.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term173
Issue amount60'000.00

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.34%
Cash value of fixed income investment upon issue98.68%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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