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10.41% (10.00% p.a.) Barrier Reverse Convertible on Adidas, Zalando

  • Valor 111761851
  • ISIN CH1117618517
  • Symbol RMB3EV
Product expired on 15/07/2022
Barrier hit on 14/12/2021 at 15:00
Adidas AGEUR 
Zalando SEEUR 
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, 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 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.

Documents