Coupon 10% P.A. - American Barrier at 80% - 3 Months - USD

You might also like

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

Single Barrier Reverse Convertible on AMERICAN INTERNATIONAL GROUP

Coupon 10% p.a. - American Barrier at 80% - 3 Months - USD

Details Redemption
Issuer EFG Financial Products
Guarantor EFG International On 06.05.2010 Client pays USD 1000 (Denomination)
Rating: Fitch A
Underlying AMERICAN INTERNATIONAL GROUP On 06.08.2010 Client receiv es 2.5% in fine (10% p.a.) Coupon
Bbg Ticker AIG US Equity
Payment Date 06.05.10 PLUS
Valuation Date 30.07.10
Maturity 06.08.10 Scenario 1: if the Underlying has never traded at or below the Barrier level
Strike Level USD 41.6 (100%)
The Investor will receive a Cash Settlement equal to the Denomination
Barrier Level USD 33.28 (80%)
EU Saving Tax Option Premium Component 2.42% (9.68% p.a.)
Scenario 2: if the Underlying traded at least once at or below the Barrier level
Interest Component 0.08% (0.32% p.a.)
Details Physical Settlement American Barrier a. If the Final Fixing Level is at or below the Strike Level, the Investor will
Conversion Ratio 24.04 receive a predefined round number (i.e. Conversion Ratio) of the
ISIN CH0112499550 Underlying per Denomination.
Valoren 11249955
b. If the Final Fixing Level is above the Strike Level, the Investor will receive a
SIX Symbol not listed
Cash Settlement in the Settlement Currency equal to: Denomination

Characteristics
Underlying_______________________________________________________________________________________________________________________________________________________
American International Group, Inc. is a holding company which, through its subsidiaries provides a varied range of insurance and insurance-related
activities in the United States and abroad. The Company's main activities include both general insurance and life insurance & retirement services operations
as well as financial services and asset management.

Opportunities______________________________________________________________ Risks__________________________________________________________________________
1. A guaranteed Coupon of 2.5% in fine (10% p.a.) 1. Maximum yield is limited to 2.5% in fine (10% p.a.)
2. Protection against 20% drop in Underlying's price 2. Exposure to v olatility changes
3. Low er v olatility than direct equity exposure
4. Secondary market as liquid as a share
5. Optimization of EU Tax components

Best case scenario_________________________________________________________ Worst case scenario___________________________________________________________


The Underlying has nev er traded below the Barrier Lev el The Underlying traded below the Barrier Lev el and on the Final Fixing Date
closes under the Barrier Lev el

Redemption: Denomination + Coupon of 2.5% in fine (10% p.a.) Redemption: Underlying + Coupon of 2.5% in fine (10% p.a.)

Historical Chart
50 importer depuis la deuxieme feuille Redemption: 100% and a Coupon of
2.5% in fine (10% p.a.)
45
Strike: USD 41.6 (100% of Spot Reference)

40

20% Protection
35
Barrier: USD 33.28 (80% of Strike Level)

30
Redemption: 24.04 shares and a
Coupon of 2.5% in fine (10% p.a.)
25

20
Aug-09 Nov-09 Feb-10

Contacts
Filippo Colombo Christ ophe Spanier Nat hanael Gabay
Bruno Frat eschi +41 58 800 10 45 Sofiane Zaiem
St anislas Perromat +41 22 918 70 05
Alejandro Pou Cut uri Live prices at www.efgfp.com
+377 93 15 11 66

This publicatio n serves o nly for info rmatio n purpo ses and is no t research; it co nstitutes neither a reco mmendatio n fo r the purchase o f financial instruments no r an o ffer o r an invitatio n for an offer. No respo nsibility is taken fo r the co rrectness o f this information. The financial
instruments mentio ned in this do cument are derivative instruments. They do no t qualify as units o f a collective investment scheme pursuant to art. 7 et seqq. o f the Swiss Federal A ct on Co llective Investment Schemes (CISA ) and are therefore neither registered nor supervised by
the Swiss Financial M arket Superviso ry A utho rity FINM A . Investo rs bear the credit risk o f the issuer/guarantor. B efo re investing in derivative instruments, Investo rs are highly reco mmended to ask their financial advisor fo r advice specifically fo cused o n the Investo r´s financial
situatio n; the information co ntained in this do cument do es no t substitute such advice. This publicatio n do es no t co nstitute a simplified pro spectus pursuant to art. 5 CISA , o r a listing pro spectus pursuant to art. 652a o r 1156 o f the Swiss Co de of Obligatio ns. The relevant product
do cumentatio n can be o btained directly at EFG Financial P ro ducts A G: Tel. +41(0)58 800 1111, Fax +41(0)58 800 1010, or via e-mail: termsheet@efgfp.co m. Selling restrictio ns apply fo r Euro pe, Ho ng Kong, Singapo re, the USA , US perso ns, and the United Kingdo m (the issuance is subje
law). The Underlyings´ perfo rmance in the past do es not co nstitute a guarantee for their future perfo rmance. The financial pro ducts' value is subject to market fluctuatio n, what can lead to a partial or total lo ss o f the invested capital. The purchase o f the financial pro ducts triggers
co sts and fees. EFG Financial P ro ducts A G and/or ano ther related co mpany may o perate as market maker fo r the financial pro ducts, may trade as principal, and may co nclude hedging transactio ns. Such activity may influence the market price, the price mo vement, o r the liquidity
o f the financial pro ducts. © EFG Financial P ro ducts A G A ll rights reserved.

You might also like