CH0224390176

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Autocallable Barrier Reverse Convertible on EUROSTOXX - 10.10.2016

Summary

This is a 2 year autocall paying in Euro issued by JP Morgan Chase & Co. linked to the performance of EURO STOXX 50 Index between 9/26/2014 and 9/26/2016. Although the latest maturity date is 9/26/2016, the product will be monitored at semiannual periods. The product will mature early if at any semiannual date, from period 1, the worst performing underlying is at or above 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 2.65% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 2.65% if the underlying is at or above the 0% of its initial level. If the product runs to maturity, the product will repay the initial investment plus a coupon of 2.65% so long as the worst performing underlying is at or above 100%. If the American protection barrier of 70% has not been breached, the nominal value will be paid, otherwise the product will repay the initial investment less any negative worst performing underlying measured over the term of the product

 Key Investment Document (KID)


Product Sheet

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



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