Product type number as specified by the Swiss Structured Products Association (SSPA): 1230
Please consult the termsheet and the accompanying issue prospectus for information on the exact product functionality, product details and risks.
Scenario 1 | Scenario 2 | Scenario 3 | Scenario 4 | |
---|---|---|---|---|
Description | Rising underlying | Slightly rising underlying | Slightly falling underlying | Falling underlying |
Underlying value | share X | share X | share X | share X |
Term | 1 year | 1 year | 1 year | 1 year |
Nominal amount | CHF 1'000 | CHF 1'000 | CHF 1'000 | CHF 1'000 |
Cap Level | 100% | 100% | 100% | 100% |
Coupon | 8% | 8% | 8% | 8% |
Knock-in Level (Barrier) | 80% | 80% | 80% | 80% |
Capital employed | CHF 10'000 (10 BRC a CHF 1'000) | CHF 10'000 (10 BRC a CHF 1'000) | CHF 10'000 (10 BRC a CHF 1'000) | CHF 10'000 (10 BRC a CHF 1'000) |
Issue price | 100% | 100% | 100% | 100% |
Ratio | 10 | 10 | 10 | 10 |
Share X at initial fixing | CHF 100 | CHF 100 | CHF 100 | CHF 100 |
Share X at maturity | CHF 120 | CHF 102 | CHF 90 | CHF 88 |
Barrier breached? | No | Yes | No | Yes |
Performance share X | 20% | 2% | -10% | -12% |
Scenario 1 | Scenario 2 | Scenario 3 | Scenario 4 (physical delivery) | |
---|---|---|---|---|
Calculation | (100% + 8%) * 10'000 | (100% + 8%) * 10'000 | (100% + 8%) * 10'000 | [10 BRC * 2 Shares * 88 (equivalent value )] + (8% * 10'000) |
Redemption | CHF 10'800 | CHF 10'800 | CHF 10'800 | CHF 9'600 |
Profit / Loss | 8% | 8% | 8% | -4% |
Swiss income tax | Predominantly one-off interest payments (IUP) |
---|---|
Swiss withholding tax | No |
Swiss stamp tax | Yes (if physical delivery / term > 1 year) |
EU tax on interest | Yes |
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