Saturday, 31st July 2010
5.30% (10.60% p.a.) Worst of Reverse Convertible
Valor: 10664480 | SIX: n/a | ISIN: CH0106644807
Product Category
Dates Overview
| End Subscription Period | 27.10.2009 |
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| Initial Fixing Date | 27.10.2009 |
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| Issue Date | 03.11.2009 |
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27.04.2010 |
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| RedemptionDate | 03.05.2010 |
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Coupon 
| Coupon Payment Date | 03.05.2010 |
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| Coupon Amount | GBP 53.00 |
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| Coupon | 10.600% |
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| Quoting Type | Clean |
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| Accrued days relating to Coupon payment | 175 |
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| Coupon Accrued Amount | 5.15% |
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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 | 0.00% | 0.00% |
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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 | 27.04. 17:49 | |
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Overview Product Features
| Issue Price | 100.00% |
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| Currency | GBP |
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| Quanto | no |
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| Coupon Day Count Convention | 30/360 |
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| Participation | 142.86% |
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| Listed | no |
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Underlyings
| Underlying | HSBC Holdings PLC |
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| Exchange | London Stock Exchange |
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| Initial Fixing Level | GBp 680.30 |
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| Individual Strike Level | 476.21 (70.00%) |
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| Conversion Ratio | 209.9914 |
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| Underlying | Lloyds |
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| Exchange | London Stock Exchange |
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| Initial Fixing Level | GBp 58.07 |
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| Individual Strike Level | 40.65 (70.00%) |
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| Conversion Ratio | 2460.0482 |
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| Underlying | RBS |
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| Exchange | London Stock Exchange |
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| Initial Fixing Level | GBp 43.18 |
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| Individual Strike Level | 30.23 (70.00%) |
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| Conversion Ratio | 3308.4100 |
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