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8.00% (5.34% p.a.) Multi Barrier Reverse Convertible on Bayer, Roche, Sanofi (Quanto CHF)

  • Valor 43231534
  • ISIN CH0432315346
  • Symbol RMBVXV
Product expired on 13/03/2020
Barrier hit on 12/03/2020 at 14:43
  • Quanto
Roche Holding AGCHF 
Bayer AGEUR 
Sanofi SAEUR 
Please note that this is an indication.

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Multi Barrier Reverse Convertibles Bull

Your Idea

  • You expect a certain group of underlyings to trade rangebound or to appreciate mildly.
  • You want to earn an attractive return while securing loss protection up to a defined price level.

Our solution

  • Guaranteed coupon payment regardless of the price performance
  • The barriers determine the probability at which the nominal value will be paid out on redemption.
Payoff profile at maturity
  • If none of the underlyings touched the barrier, the nominal value is paid out on redemption.
  • If one or more underlyings touched the barrier and close above or at the strike price at maturity, the nominal value is paid out on redemption.
  • If one of the underlyings touched the barrier and at least one underlying closes below the strike price, a cash equivalent of the final fixing price of the worst-performing underlying is paid out.
  • The coupon is paid out in any event.

Risks

  • An investment in a Multi Defender Vonti entails the same risk as a direct investment in the underlyings if one of them touched the barrier during the lifetime of the product and closes below the strike price on the expiration date.
  • Issuer risk
  • Market and currency risk

Profit/loss diagram

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

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