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
CH0228295389
NOTEN-Capital Protection NESN_NOVN_ROG_ZURN_SCMN - 28.06.2024
N° 12 of 21 Autocall Plus - Income Plan in Switzerland | Probability of 57.54% to outperform Gov. Bond learn more
Product Sheet
Basic Risk-Return
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.
Sign-in to start.
Probabilistic Comparative Returns
Detailed comparison of this product performance with the market banchmark, a domestic bond with the same maturity of the product.
Sign-in to start.
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.
Sign-in to start.
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%.
Sign-in to start.
Similar Products
More options and tools
- Need more detailed information including backtesting, what-if analysis, greeks or the Fairmat independent quantitative report? Request an on-demand analytics.
- Want to assess a custom product similar to this one? Clone this product and modify it.
- Want to Find, Compare and Rank Similar Products? Sign-in to access the Products Ranking And Comparison Tools.
This product have been mapped on /Switzerland/2014 and have been modelled using the template /Structured Products/Autocall Plus - Income Plan