CH0228295389

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NOTEN-Capital Protection NESN_NOVN_ROG_ZURN_SCMN - 28.06.2024

N° 7 of 14 Autocall Plus - Income Plan in Switzerland |  Probability of 38.33% to outperform Gov. Bond learn more

Summary

This is a 10 year product paying in Swiss Francs issued by Notenstein Privatbank AG. It is Express Certificate Plus linked to the performance of Nestle SA, Novartis Inc, Roche Holding Ltd, Zurich Insurance Group AG and Swisscom Ltd from 06/30/2014 to the last observation date 06/28/2024 and will be monitored at annual periods. The product will mature early if on any annual date, from period 3, the worst performing underlying is at or above 100% of its initial level (on the relevant date). In this case the product will repay the initial investment plus a coupon of 5% (on the relevant date when the autocall is triggered). If the product runs to maturity, it will repay the initial investment plus a coupon of 40% so long as the worst performing underlying is at or above 100% . This product is capital protected, at maturity it will repay 100% of the initial investment

Product Sheet

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 Basic Risk-Return


Forward Annualized and total return vs volatility and semideviation

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Risk-Return Map

Interactive risk-reward trade-off map in which is possibile to compare this product w.r.t. other products issued in the same market.


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 Probabilistic Comparative Returns

Detailed comparison of this product performance with the market banchmark, a domestic bond with the same maturity of the product.


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 Early Redemption and Barriers

Find below the probability of early redemption on the next observation, the probability of losing the capital protection and the expected returns conditioned to these events.


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 Tail Risk

Here the expected return of the product conditional upon the occurence of extreme events whose probability of occurence is equal to 1% and 5%.


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This product have been mapped on /Switzerland/2014 and have been modelled using the template /Structured Products/Autocall Plus - Income Plan



Disclaimer: this product sheet has been created by Fairmat Srl and its partners using public available information, hence it represents our interpretation of the product. The information displayed in this page does not represent any recommendation to buy or sell the displayed product.