Barrier Reverse Convertible with Conditional Coupon

    ASML Holding NV

    Kupon p.a.: 4,81% | Barriere: 518,34 EUR | Autocallable | Memory | Währung: CHF | Laufzeit: 28.02.2025

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    ASML Holding NV: 851.9 EUR|Last Update:

    Product Overview

    Underlying
    Key figures
    Bonus amount per interval
    2.40% (24.098 CHF)
    Call interval (in months)
    6
    Call Level
    863.90 EUR (02/09/2024)
    Coupon Level
    518.34 EUR (02/09/2024)
    Strike
    863.90 EUR
    Barrier
    518.34 EUR (60.00%)
    Distance to Barrier
    39.15%
    Ratio
    1.15754

    Life Cycle

    Initial FixingFirst trading dateLast trading dateFinal fixingRedemption

    Product Information

    Key Information Document
    Termsheet
    Base Prospectus

    About this product

    The uniqueness of Barrier Reverse Convertibles with conditional coupon lies in the fact that, as the name suggests, the coupon payment is tied to the performance of the underlying asset and thus conditional. To receive a coupon payment, the price of the underlying asset must trade at or above the respective coupon levels on the pre-determined observation dates. Like traditional BRCs, this variant also features a barrier that provides investors with a certain degree of protection.