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