derinet® Switzerland

2.05% p.a. Floored Floater on NOK 3M-NIBOR with Reference Entity

  • Valor 40980016
  • ISIN CH0409800163
  • Symbol YMAAOV
Product expired on 21/03/2023
  • Reference Entities

Structured Products linked to the credit of Reference Entities are complex financial products. In addition to conventional risks such as market, currency and issuer risk (the latter being reduced due to COSI collateralization), investors bear the specific risks associated with and resulting from the respective Reference Entity. Investors are advised to ensure that they fully understand and approve of the risks associated with Structured Products with Reference Entities before purchasing such products.

To the maximum extent permitted by law, the NORE Benchmark Data is provided “as is” and the NORE, its licensors, and its and their respective employees, contractors, agents, suppliers and vendors shall have no liability or responsibility whatsoever (whether in negligence or otherwise) for damages, claims, losses or expenses – whether direct, indirect, consequential, incidental, punitive or otherwise – arising in connection with the NORE Benchmark Data, including but not limited to losses or expenses caused by errors or delays in calculating or disseminating the NORE Benchmark Data.

Please note that this is an indication.


Floored Floaters Bull

Your Idea

  • Guaranteed coupon payments
  • Participation in rising interest rates in the near term
  • Capital protection

Our solution

  • Capital protection at maturity
  • Periodic coupon payments tied to a reference interest rate
  • Minimum coupon


  • The price can dip below the capital protection level during the lifetime of the product
  • Issuer risk
  • Market and currency risk

Profit/loss diagram

Reference Entities

Reference bonds enable investors to earn a comparatively higher return. Simultaneously investors bear the specific risks associated with and resulting from the respective Reference Bond.

Disclaimer: Please consult the termsheet and the accompanying issue prospectus for information on the exact product functionality, product details and risks.