Thursday, 9th September 2010
Barrier Reverse Convertible with Bonus Conditional Coupon on BASF, SAP, Unilever
Valor: 10702929 | SIX: EFGOC | ISIN: CH0107029297
Product Category
Dates Overview
| End Subscription Period | 20.11.2009 |
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| Initial Fixing Date | 20.11.2009 |
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| Issue Date | 03.12.2009 |
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| Last Trading Day | 22.11.2010 |
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| RedemptionDate | 03.12.2010 |
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Observation Dates
| Observation Date | 22.11.2010 |
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| Redemption Date | 03.12.2010 |
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| Level | 100.00% |
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Coupon 
| Coupon Payment Date | 03.12.2010 |
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| Coupon Amount | EUR 100.00 |
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| Quoting Type | Dirty |
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| Coupon | 10.000% |
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Rate information
| Bid | Ask | |
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| Market Price | 114.30% | 115.30% |
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| Trading Volumen | 250,000 | 250,000 |
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| Change to last closing | 0.09% | |
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| Max today | 114.30% | 115.30% |
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| Min today | 114.00% | 115.00% |
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| Last change | 10:49:32 | |
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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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| Listed | yes |
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| Product Knocked Out | no |
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Underlyings
| Underlying | BASF |
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| Exchange | Xetra |
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| Market Price | EUR 43.09 |
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| Initial Fixing Level | EUR 39.87 |
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| Barrier Level | EUR 26.31 (66.00%) |
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| Coupon Trigger Level | 100.00% |
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| Conversion Ratio | 25.0815 |
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| Barrier hit | no |
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| Underlying | SAP |
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| Exchange | Xetra |
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| Market Price | EUR 35.45 |
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| Initial Fixing Level | EUR 32.07 |
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| Barrier Level | EUR 21.17 (66.00%) |
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| Coupon Trigger Level | 100.00% |
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| Conversion Ratio | 31.1818 |
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| Barrier hit | no |
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| Underlying | Unilever |
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| Exchange | Euronext Amsterdam |
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| Market Price | EUR 21.55 |
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| Initial Fixing Level | EUR 20.72 |
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| Barrier Level | EUR 13.67 (66.00%) |
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| Coupon Trigger Level | 100.00% |
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| Conversion Ratio | 48.2742 |
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| Barrier hit | no |
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