Autocallable Multi Barrier Reverse Convertible

To Swiss Big 5 (Nestlé, Novartis, Roche, UBS, Zurich Insurance)

In comparison with traditional barrier reverse convertibles, autocallable barrier reverse convertibles offer a higher coupon for the same barrier. The repayment depends on whether or not all the base values are above the autocall trigger level on one of the observation dates. In this case, the product is redeemed early and the investor receives 100% of the denomination. Investors receive a coupon worth 6.80% per year.

Autocallable Multi Barrier Reverse Convertible

Identifiers
Details
ISIN
CH0387886010
Product type
Autocallable Multi Barrier Reverse Convertible
Listed
SIX Swiss Exchange AG
Base value
Swiss Big 5 (Nestlé, Novartis, Roche, UBS, Zurich Insurance)
Maturity date
09.03.2020
Coupon
6.80% p.a.
Barrier
59.00%
Autocall-Trigger-Level
90.00%
Currency
CHF
Factsheet
Term sheet

For factsheets and term sheets, please refer to The link will open in a new window www.leonteq.com.