Product type number as specified by the Swiss Structured Products Association (SSPA): 1140
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 | ||||
---|---|---|---|---|---|---|
Description | Rising Underlying | Rising underlying | Falling underlying | |||
Underlying value | 6 shares | 6 shares | 6 shares | |||
Capital protection | 100% | 100% | 100% | |||
Minimum coupon | 1% p.a.% | 1% p.a. | 1% p.a. | |||
Maximum coupon | 6% p.a. | 6% p.a. | 6% p.a. | |||
Magnet effect | No | Yes | No | |||
Yield cap p.a. | 6% | 6% | 6% | |||
Yield floor p.a. | No | No | -10% | |||
Term | 5 years | 5 years | 5 years | |||
Issue price | 100% | 100% | 100% |
Performance year 1 | Performance in% | Performance for calculation in% | Performance in% | Performance for calculation in% | Performance in% | Performance for calculation in% |
---|---|---|---|---|---|---|
Share A (weight 1/6) | +5 | +5 | +3 | +6 (Magnet) | -12 | -10 (Floor) |
Share B (weight 1/6) | +10 | +6 (Cap) | -1 | -1 | -6 | -6 |
Share C (weight 1/6) | +15 | +6 (Cap) | +2 | +6 (Magnet) | -30 | -10 (Floor) |
Share D (weight 1/6) | +10 | +6 (Cap) | -0.5 | -0.5 | -2 | -2 |
Share E (weight 1/6) | +7 | +6 (Cap) | +1 | +6 (Magnet) | -9 | -9 (Floor) |
Share F (weight 1/6) | +20 | +6 (Cap) | -4 | -4 | -17 | -10 (Floor) |
Scenario 1 | Scenario 2 | Scenario 3 | |
---|---|---|---|
Calculation | (5% + 6% + 6% + 6% + 6% + 6%) / 6 = 5.83% | (6% - 1% + 6% - 0.5% + 6% - 4%) / 6 = 2.08% | (- 10% - 6% - 10% - 2% - 9% - 10%) / 6 = -7.83% |
Coupon after year 1 | 5.83% | 2.08% | 1.00% (minimum coupon) |
Swiss income tax | Predominantly one-off interest payments (IUP) |
---|---|
Swiss withholding tax | No |
Swiss stamp tax | Yes |
EU tax on interest | No |
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