6%p.a. Monthly Conditional Coupon - European Barrier at 70% - 1 Year - EUR

You might also like

Download as pdf or txt
Download as pdf or txt
You are on page 1of 1

Autocall Certificate with Memory Effect on DJ EURO STOXX 50

6%p.a. Monthly Conditional Coupon - European Barrier at 70% - 1 Year - EUR

Details Redemption
Issuer EFG Financial Products On 20.04.2010 Client pays EUR 1000 (Denomination)
Guarantor EFG International
Rating: Fitch A Each Month, from with N being the number of Months since the last Coupon (since inception if
Underlying DJ EURO STOXX 50 € Pr Month 1 to Month 11: no Coupon has been paid so far)
Bbg Ticker SX5E Index
Strike Level EUR 2983.17 If the Underlying closes above the Coupon Trigger Level:
Autocall Level (100%) EUR 2983.17 The Investor will receive a (N x 0.5%) Coupon
Coupon Trigger (70%) EUR 2088.22
Barrier Level (70%) EUR 2088.22 On top of the Coupon, if the Underlying closes above the Autocall Trigger Level:
Initial Fixing Level 20.04.2010 The product is early redeemed and the Investor receives a Cash Settlement in EUR equal to:
Payment Date 27.04.2010 Denomination. The product expires
Valuation Date 20.04.2011
Maturity 27.04.2011 On 20.04.2011 Client receives (if the product has not been early redeemed):
Details Cash Settlement
Monthly Autocall and Coupon Observation a. If the Underlying closes above the Barrier Level on the Valuation date:
ISIN CH0112094492 The Investor will receive a Cash Settlement in EUR equal to: Denomination x (1 + N x 0.5%)
Valoren 11209449
SIX Symbol not listed b. If the Underlying closes at or below the Barrier Level on the Valuation date:
The Investor will receive a Cash settlement in EUR equal to:
Denomination x Final Fixing Level of the Underlying / Strike Level

Characteristics
Underlying_____________________________________________________________________________________________________________________________________________________________________________________________
- The EURO STOXX 50 (Price) Index is a free-float market capitalization-weighted index of 50 European blue-chip stocks from those countries participating in the EMU. Each component's weight is capped at 10% of the
index's total free float market capitalization. The index was developed with a base value of 1000 as of December 31, 1991.

Opportunities______________________________________________________________________ Risks______________________________________________________________________________________________
1. Monthly opportunity to receive a 0.5% Coupon, with Memory effect feature 1. I f on the Valuation Date, the Underlying closes at or below the Barrier Level, the Investor will
2. Your capital is protected against a decrease of 30% at maturity suffer a loss reflecting the negative performance of the Underlying
3. Secondary market as liquid as equity markets

Best case scenario_________________________________________________________________ Worst case scenario_______________________________________________________________________________


The Underlying closes between the Coupon Trigger Level and the Autocall Level on The Underlying has never closed above the Coupon Trigger Level on each Observation Dates,
each Observation Date, and closes above the Coupon Trigger Lev el on the and it closes below the Barrier Level on the Valuation Date.

Redemption: Denomination + 12 Coupons of 0.5 (total return: 6%) Redemption: Denomination x Final Fixing Level of the Underlying / Strike Level

Historical Chart
4000
importer depuis la deuxieme feuille Observation date scenario
N Months since last Coupon
3500

Early Redemption:
Denomination
3000 Autocall Level at 100%

(N x 0.5% ) Coupon is paid


2500
30% Protection
Coupon Trigger and Barrier Levels at 70%
2000

On the Maturity Date: Negative


Performance of the Underlying
1500
Mar-08 Jul-08 Nov-08 Mar-09 Jul-09 Nov-09 Mar-10

Contacts
Filippo Colombo Christophe Spanier Nathanael Gabay
Bruno Frateschi +41 58 800 10 45 Sofiane Zaiem
Stanislas Perromat +41 22 918 70 05
Alejandro Pou Cuturi Live prices at www.efgfp.com
+377 93 15 11 66

This publication serves only fo r information purposes and is not research; it constitutes neither a recommendation for the purchase of financial instruments nor an offer or an invitation for an offer. No responsibility is taken for the correctness of this info rmation. The financial instruments mentioned in this document are derivative instruments.
They do not qualify as units of a collective investment scheme pursuant to art. 7 et seqq. of the Swiss Federal Act on Collective Investment Schemes (CISA ) and are therefore neither registered nor supervised by the Swiss Financial M arket Supervisory A uthority FINM A. Investors bear the credit risk of the issuer/guarantor. Before investing in
derivative instruments, Investors are highly recommended to ask their financial advisor for advice specifically focused o n the Investor´s financial situation; the information contained in this document does no t substitute such advice. This publication do es not constitute a simplified pro spectus pursuant to art. 5 CISA , or a listing prospectus
pursuant to art. 652a or 1156 of the Swiss Code of Obligations. The relevant product documentatio n can be obtained directly at EFG Financial P roducts AG: Tel. +41(0)58 800 1111, Fax +41(0)58 800 1010, or via e-mail: termsheet@efgfp.com. Selling restrictions apply for Europe, Hong Kong, Singapore, the USA, US persons, and the United Kingdom (t
law). The Underlyings´ performance in the past does not constitute a guarantee for their future performance. The financial products' value is subject to market fluctuation, what can lead to a partial or total loss of the invested capital. The purchase of the financial products triggers costs and fees. EFG Financial Products AG and/or another
related co mpany may operate as market maker for the financial products, may trade as principal, and may conclude hedging transactions. Such activity may influence the market price, the price movement, or the liquidity of the financial products. © EFG Financial P roducts A G A ll rights reserved.

You might also like