You are on page 1of 1

Worst of Barrier Reverse Convertible on NESTLE, NOVARTIS and ROCHE

Coupon 7.60% p.a. - 1 Year - European Barrier at 80% - CHF

Details Redemption
Issuer EFG Financial Products
Guarantor EFG International On 26.03.2010 Client pays CHF 1000 (Denomination)
Rating: Fitch A
Underlying NESTLE SA-REG NOVARTIS AG-REG ROCHE HOLDING AG-
GENUSSCHEIN On 01.04.2011 Client receiv es a Coupon of 7.60%
Bbg Ticker NESN VX Equity NOVN VX Equity ROG VX Equity
Strike Level (100%) CHF 53.8 CHF 58.25 CHF 175.4 PLUS
Barrier Level (80%) CHF 43.04 CHF 46.6 CHF 140.32
Conversion Ratio 18.5874 17.1674 5.7013 Scenario 1: if the Underlyings are at or above the Barrier level on the Final Fixing
Payment Date 26.03.10 The Investor will receive a Cash Settlement in the Settlement Currency equal to:
Valuation Date 25.03.11 Denomination
Maturity Date 01.04.11
EU Saving Tax Option Premium Component 6.96% p.a. Scenario 2: if one or more Underlyings is below the Barrier on the Final Fixing Date
Interest Component 0.64% p.a. the Investor will receive a predefined round number (i.e. Conversion Ratio) of the
Details Physical Settlement European Barrier Underlying with the Worst Performance per Denomination.
ISIN CH0111080526
Valoren 11108052
SIX Symbol not listed

Characteristics
Underlying_______________________________________________________________________________________________________________________________________________________________
- Nestle SA is a multinational packaged food company that manufactures and markets a wide range of food products. The Company's product lines include milk, chocolate, confectionery,
bottled water, coffee, creamer, food seasoning and pet foods.
- Novartis AG manufactures pharmaceutical and consumer healthcare products. The Company produces pharmaceuticals for cardiovascular, respiratory and infectious diseases;
oncology, neuroscience, transplantation, ophthalmics, dermatology, gastrointestinal and urinary conditions, and arthritis; vaccines and diagnostics; generics; and over-the-counter, vision,
and animal health products.
- Roche Holding AG develops and manufactures pharmaceutical and diagnostic products. The Company produces prescription drugs in the areas of cardiovascular, infectious,
autoimmune, and respiratory diseases, dermatology, metabolic disorders, oncology, transplantation, and the central nervous system.

Opportunities_________________________________________________________________ Risks______________________________________________________________________________
1. A guaranteed Coupon of 7.60% in fine 1. Maximum return of 7.60% in fine
2. Protection against 20% drop in Underlying's price 2. Exposure to v olatility changes
3. Low er v olatility than direct equity exposure
4. Secondary market as liquid as a share
5. Optimization of EU Tax components
Best case scenario____________________________________________________________ Worst case scenario_______________________________________________________________
At least one Underlying is at or below its Strike lev el on the Maturity Date
All the Underlyings are abov e the Barrier Lev el on the Maturity Date

Redemption: Shares of the Worst Performing Underlying (With Negativ e


Redemption: Denomination + 1 Coupons of 7.60% (Total return: 107.6%)
Performance)

Historical Chart
120%
importer depuis la deuxieme feuille

Redemption: Denomination + 1 Coupon 7.60%


110%

100%

90% 30% Protection

80%
Nestle

Novartis
70% Redemption: Shares of the Worst performing
Roche Underlying + 1 Coupon of 7.60%

60%
Jan-08 Mar-08 May-08 Jul-08 Sep-08 Nov-08 Jan-09 Mar-09 May-09 Jul-09 Sep-09 Nov-09 Jan-10 Mar-10

Contacts
Filippo Colombo Christophe Spanier Nat hanael Gabay
Bruno Frat eschi +41 58 800 10 45 Sofiane Zaiem
St anislas Perromat +41 22 918 70 05
Alejandro Pou Cut uri Live prices at www.efgfp.com
+377 93 15 11 66

This publicatio n serves o nly for info rmatio n purposes and is no t research; it constitutes neither a reco mmendatio n for the purchase o f financial instruments no r an o ffer o r an invitatio n fo r an o ffer. No respo nsibility is taken fo r the correctness o f this info rmation. The financial instruments mentio ned in
this do cument are derivative instruments. They do no t qualify as units o f a co llective investment scheme pursuant to art. 7 et seqq. o f the Swiss Federal A ct o n Co llective Investment Schemes (CISA ) and are therefore neither registered no r supervised by the Swiss Financial M arket Supervisory A uthority
FINM A . Investo rs bear the credit risk o f the issuer/guarantor. B efo re investing in derivative instruments, Investo rs are highly reco mmended to ask their financial adviso r fo r advice specifically focused o n the Investo r´s financial situatio n; the info rmation co ntained in this do cument do es no t substitute
such advice. This publicatio n do es no t constitute a simplified pro spectus pursuant to art. 5 CISA , or a listing pro spectus pursuant to art. 652a o r 1156 o f the Swiss Co de o f Obligatio ns. The relevant pro duct do cumentatio n can be o btained directly at EFG Financial P ro ducts A G: Tel. +41 (0)58 800 1111, Fax
+41(0)58 800 1010, o r via e-mail: termsheet@efgfp.co m. Selling restrictio ns apply fo r Europe, Ho ng Ko ng, Singapo re, the USA , US perso ns, and the United Kingdo m (the issuance is subject to Swiss
law). The Underlyings´ perfo rmance in the past do es no t co nstitute a guarantee fo r their future perfo rmance. The financial pro ducts' value is subject to market fluctuatio n, what can lead to a partial o r to tal lo ss o f the invested capital. The purchase o f the financial pro ducts triggers co sts and fees. EFG
Financial P ro ducts AG and/o r ano ther related co mpany may o perate as market maker for the financial pro ducts, may trade as principal, and may co nclude hedging transactions. Such activity may influence the market price, the price mo vement, o r the liquidity of the financial pro ducts. © EFG Financial
P ro ducts AG A ll rights reserved.

You might also like