Product type number as specified by the Swiss Structured Products Association (SSPA): 1300
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 | Stagnating underlying | Falling underlying | 
| Underlying value | 20% share A 20% share B 20% share C 20% D 20% share E  | 
                20% share A 20% share B 20% share C 20% share D 20% share E  | 
                20% share A 20% share B 20% share C 20% share D 20% share E  | 
            
| Term | 5 years | 5 years | 5 years | 
| Issue price | CHF 100 | CHF 100 | CHF 100 | 
| Capital employed | CHF 10'000 (100 Zertifikate) | CHF 10'000 (100 Zertifikate) | CHF 10'000 (100 Zertifikate) | 
| Basket at initial fixing | CHF 100 | CHF 100 | CHF 100 | 
| Basket at maturity | CHF 120 | CHF 100 | CHF 80 | 
| Performance basket | 20% | 0% | -20% | 
| Scenario 1 | Scenario 2 | Scenario 3 | |
|---|---|---|---|
| Calculation | 100 Zertifikate * 120 | 100 Zertifikate * 100 | 100 Zertifikate * 80 | 
| Redemption | CHF 12'000 | CHF 10'000 | CHF 8'000 | 
| Profit / Loss | 20% | 0% | -20% | 
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