5 Year Multi Asset Autocallable note
Underlying Information
| Underlying | Initial Price | Autocall Price | Barrier Price | Strike Price |
|---|---|---|---|---|
| Stock A | USD 54.15 | USD 54.15 | USD 35.1975 (The Initial Price * 65%) |
USD 35.1975 (The Initial Price * 65%) |
| Stock B | USD103.40 | USD 103.40 | USD 67.21 (The Initial Price * 65%) |
USD 67.21 (The Initial Price * 65%) |
Subject to the Autocall provisions above, the Final Redemption Amount of the Notes payable on the Maturity Date shall be determined as follows:
If the Final Price of ANY of the Underlyings is equal to or less than its respective Strike Price, the investor receives the cash equivalent of performance of the Worst Performing Underlying, where the negative performance of each Underlying in the Basket is calculated in accordance with the following formula:
Amount x MAX [0, 100% + (Final Price wp - Strike Price wp) / Strike Pricewp]
Final Price WP is the Final Price of the Worst Performing Underlying
Strike Price WP is the Strike Price of the Worst Performing Underlying
Otherwise, the Final Redemption Amount shall be:
Calculation Amount x 100%
1.17% per Calculation Amount upon the occurrence of a Interest Payout Event.
Otherwise,
0% per Calculation Amount.
A ”Interest Payout Event" is deemed to have occurred if, on the relevant Interest Observation Date, the Official Closing Price of any Underlying is greater than the Coupon Barrier Price.
Disclaimer
Structured transactions are complex and may involve a high risk of loss. Prior to entering into a transaction you should consult with your own legal, regulatory, tax, financial and accounting advisors to the extent you consider it necessary, and make your own investment, hedging and trading decisions (including decisions regarding the suitability of this transaction) based upon your own judgement and advice from those advisers you consider
necessary.
This document is for information purposes only and should not be construed as an offer, recommendation or solicitation to conclude a transaction and should not be treated as giving investment advice. The terms of any investment will be exclusively subject to the detailed provisions, including risk considerations, contained in the Information Memorandum.
