derinet® Switzerland
Back

8.50% p.a. Barrier Reverse Convertible on Adobe, Alibaba Group, Microsoft

  • Valor 110111046
  • ISIN CH1101110463
Bid (indicative)%
Ask (indicative)%
CurrencyUSD
Price on
  • Barrier observation at the end
  • Autocallable
Microsoft Corp.USD 
Adobe Systems Inc.USD 
Alibaba Group Holding Ltd.USD 
Please note that this is an indication.

Documents

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 all of the underlyings close above the barrier on the final fixing date, the nominal value is paid out on redemption.
  • If at least one of the underlyings closes at or below the barrier on the final fixing date, the underlying with the worst performance is physically delivered.
  • 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 at least one of them closes at or below the barrier on the final fixing 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.