Tuesday, 7th September 2010
10.00% (9.94% p.a.) Worst of Reverse Convertible
Valor: 10521810 | SIX: n/a | ISIN: CH0105218108
Product Category
Dates Overview
| End Subscription Period | 04.09.2009 |
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| Initial Fixing Date | 04.09.2009 |
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| Issue Date | 18.09.2009 |
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06.09.2010 |
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| RedemptionDate | 20.09.2010 |
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Coupon 
| Coupon Payment Date | 20.09.2010 |
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| Coupon Amount | EUR 100.00 |
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| Quoting Type | Dirty |
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| Coupon | 9.940% |
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| Accrued days relating to Coupon payment | 348 |
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| Coupon Accrued | 9.61% |
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Trader information
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| Trade time | 09:15 - 17:15 |
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| Exchange | not listed |
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Rate information
| Bid | Ask | |
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| Market Price | 109.50% | 110.50% |
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| Change to last closing | 0% | |
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| Max today | ||
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| Min today | ||
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| Last change | 06.09. 09:19 | |
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Overview Product Features
| Issue Price | 100.00% |
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| Currency | EUR |
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| Quanto | no |
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| Coupon Day Count Convention | 30/360 |
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| Participation | 117.65% |
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| Listed | no |
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Underlyings
| Underlying | France Telecom |
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| Exchange | Euronext Paris |
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| Market Price | EUR 16.29 |
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| Initial Fixing Level | EUR 17.89 |
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| Individual Strike Level | 15.21 (85.00%) |
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| Conversion Ratio | 65.7614 |
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| Underlying | Total |
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| Exchange | Euronext Paris |
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| Market Price | EUR 38.89 |
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| Initial Fixing Level | EUR 40.22 |
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| Individual Strike Level | 34.19 (85.00%) |
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| Conversion Ratio | 29.2509 |
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| Underlying | Vivendi |
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| Exchange | Euronext Paris |
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| Market Price | EUR 19.58 |
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| Initial Fixing Level | EUR 20.00 |
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| Individual Strike Level | 17.00 (85.00%) |
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| Conversion Ratio | 58.8235 |
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