Product – Structured Products – Reversible

reverse convertible

rATIONALE

 

•   A Protection Barrier at Maturity

•   A Fixed Coupon at Maturity

PRODUCT MECHANISM

Fixed Coupon at maturity:

 

•   The investor receives:


Coupon

Redemption at maturity, in case of no Autocall:

 

•   If Underlying is at or above the Protection Barrier:


100% of Initial Investment

•   Otherwise:


(Final / Initial level) x Initial Investment

Illustrations

The illustration below have been made on a 5 year product with annual observations, assuming a 5% Coupon and a Protection Barrier of 60% over the initial level. 

Payoff of reverse convertible at maturity

The objective of these illustrations is to present the product’s mechanism. Figures and prices in these examples have an indicative value, but can in no way be considered as a guarantee of future performance and do not constitute in any manner a firm price offer.


IMPORTANT INFORMATION & RISKS