As long as the underlying does not trade at or below its respective barrier level at any time during the lifetime of the product and if the underlying on the expiration date closes above the strike level, you will benefit from the leveraged and unlimited upside performance of the underlying.
For clients in booking center Switzerland only
Finder for structured products
For clients in booking center Switzerland onlyEquity Bonus Outperformance Certificate
Participation
Examplary Underlying: Equity Index
In general, Equity Bonus Outperformace Certificates allow you to have leveraged participation in the performance of the underlying and can provide an enhanced return compared to a direct investment in slightly negative market conditions.
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
EUR, cash settled
Term
2.5 years
Return
unlimited
Participation
200.00%
Capital
at risk, subject to the barrier level of 66.80%
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 being exposed to any negative performance of the underlying
- You do not expect the barrier level of the underlying to be touched or breached at any time on any exchange business day until and including the expiration date (barrier event)
- You are comfortable with a physical delivery of the underlying on the redemption date
- 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
- Potential for leveraged and unlimited upside participation in the underlying on the expiration date
- Enhanced returns compared to a direct investment in slightly negative markets
Summary of main product-specific risks
- Redemption linked to the performance of the underlying if a barrier event has occurred. In the worst case scenario, this product becomes worthless and the investor will lose all the invested capital.
- You will not receive the benefit of dividends or other income that may be paid on the underlying
- You are fully exposed to the default risk of the issuer
Scenario Analysis
Return on Investment (ROI) on the redemption date
Assumptions: Strike level 100%, barrier level 66.80%, upside performance participation 200%
| Worst performing underlying | ROI (redemption) if barrier event occurs | ROI (redemption) if barrier event does not occur | |
|---|---|---|---|
| Level | Chg % | ||
| 150.00% | +50.00% | 50.00% | 100% |
| 140.00% | +40.00% | 40.00% | 80% |
| 130.00% | +30.00% | 30.00% | 60% |
| 120.00% | +20.00% | 20.00% | 40% |
| 110.00% | +10.00% | 10.00% | 20% |
| 100.00% | 0.00% | 0.00% | 0% |
| 90.00% | -10.00% | -10.00% | 0% |
| 80.00% | -20.00% | -20.00% | 0% |
| 70.00% | -30.00% | -30.00% | 0% |
| 66.80% | -33.20% | -33.20% | n.a. |
| 60.00% | -40.00% | -40.00% | n.a. |
| 50.00% | -50.00% | -50.00% | n.a. |