If on the expiration date the underlying closes above the strike level, you will receive 100% of the nominal value plus 100% participation in the appreciation of the underlying above the strike level up to the cap level of 21% on the redemption date.
For clients in booking center Switzerland only
Finder for structured products
For clients in booking center Switzerland onlyEquity Capped Capital Protected Note
Capital protection
Underlying: Single stock
In general, Equity Capped Capital Protected Notes offer to Investors a participation in the positive performance of the underlying above the strike level up to the cap level.
The payout profile is for illustrative purposes only and is based on the assumption that no exceptional cancellation will occur, in accordance with the issuer’s product documentation.
Main features of a sample product
Currency
USD (cash settled)
Term
2 years
Return
Up to the cap level
Participation
100% above the strike up to the cap level at expiry
Capital
100% minimum redemption
You may consider an investment in this product, if
- You are familiar with both structured products and equity markets.
- You intend to be invested in this product until its redemption date.
- You are comfortable that the capital protection applies on the redemption date only and that the participation is above the strike level up to the cap level at expiry.
- You wish to be invested in the investment currency of the product. If your reference currency is not equal to the investment currency of the product, the return may increase or decrease in reference currency terms as a result of exchange rate fluctuations.
Summary of main product-specific benefits
Summary of main product-specific risks
- Upside potential with 100% participation in the performance of the underlying above the strike up to the cap level on the expiration date.
- Full capital protection on the redemption date.
Summary of main product-specific risks
- Capital protection applies on the redemption date only.
- No participation above the cap level.
- If the currency of the product is different from your reference currency, the return may increase or decrease as a result of currency fluctuations.
- You are fully exposed to the default risk of the issuer. In the worst case a default of the issuer can lead to a loss of the entire invested capital.
Scenario Analysis
Assumptions: Reference price 4'181.53, strike level 100%, capital protection 100%, participation 100%, cap level 121%
| Underlying on the expiration date | |||
|---|---|---|---|
| USD | Chg % | Redemption amount (% of the nominal value) | Return on investment (ROI) |
| 6,272.30 | +50.00% | 100% + 21.00% | +21.00% |
| 5,854.14 | +40.00% | 100% + 21.00% | +21.00% |
| 5,435.99 | +30.00% | 100% + 21.00% | +21.00% |
| 5,059.65 | +21.00% | 100% + 21.00% | +21.00% |
| 5,017.84 | +20.00% | 100% + 20.00% | +20.00% |
| 4,599.68 | +10.00% | 100% + 10.00% | +10.00% |
| 4,181.53 | 0.00% | 100% | 0.00% |
| 3,763.38 | -10.00% | 100% | 0.00% |
| 3,345.22 | -20.00% | 100% | 0.00% |
| 2,927.07 | -30.00% | 100% | 0.00% |
| 2,508.92 | -40.00% | 100% | 0.00% |
| 2,090.77 | -50.00% | 100% | 0.00% |