Single Barrier Reverse Convertible on GERDAU SA

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  • 8/14/2019 Single Barrier Reverse Convertible on GERDAU SA

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    ngle Barrier Reverse Convertible on GERDAU SA -SPON ADRoupon 15% p.a. - American Barrier at 80% - 3 Months - USD

    etails Redemption

    uer EFG Financial Productsarantor EFG International On 26.03.2010 Client pays USD 1000 (Denomination)

    Rating: Fitch A

    derlying GERDAU SA -SPON ADR On 17.06.2010 Client receiv es 3.75% in fine (15% p.a.) Coupong Ti cker GGB UN Equit yyment Date 26.03.2010 PLUSluation Date 14.06.2010aturity 17.06.2010

    ike Level USD 15.62 (100%)rr ier Level USD 12.5 (80%)

    U Saving Tax Option Premium Component 3.69% (14.74% p.a.)Interest Component 0.06% (0.26% p.a.)

    tails Physical Settlement Barrier a.

    nversion Ratio 64.02N CH0111080575loren 11108057X Symbol Not Listed

    aracteristics

    guaranteed Coupon of 3.75% in fine (15% p.a.) 1. M aximum yield is limited to 3.75% in fine (15% p.a.)rotection against 20% drop in Underlying's price 2. Exposure to v olatility changesower volatility than direct equity exposureecondary market as liquid as a shareptimization of EU Tax components

    storical Chart

    importer depuis la deuxieme feuille

    ntactsppo Colombo Nathanael Gabayno Frateschi Sofiane Zaiemnislas Perromat +41 22 918 70 05jandro Pou Cuturi Live prices at www.efgfp.com7 93 15 11 66

    If the Final Fi xing Level is at or bel ow the Stri ke Le vel , the Investor willreceive a predefined round number (i.e. Conversion Ratio) of theUnderlying per Denomination.

    If the Final Fixing Level is above the Strike Level, the Investor will receive aCash Settlement in the Settlement Currency equal to: Denomination

    Worst case scenario___________________________________________________________

    Risks__________________________________________________________________________

    The Investor will receive a Cash Settlement equal to the Denomination

    erlying_______________________________________________________________________________________________________________________________________________________

    dau S.A. manufactures steel. The Company produces crude, long, specialty, rolled, and drawn steel products. Gerdau manufactures its steel primarilymini-mill s. The Company operates in Brazil, Uruguay, Chile, Argentina, Canada, and the United States.

    ortunities______________________________________________________________

    case scenario_________________________________________________________

    Scenario 1: if the Underlying has never traded at or below the Barrier level

    Scenario 2: if the Underlying traded at least once at or below the Barrier l evel

    b.

    he Underlyingsperformance inthe past does not co nstitute a guarantee fortheir future performance.The financialproducts' value is subject to market fluctuation,what c an lead to a partial or total loss of the invested capital.The purchase of the financial products triggersand fees.EFGFinancial Products AG and/or another related companymay operate as market makerfor the financialproducts, maytrade as principal, and may conclude hedging transactions.Such activitymay influence the market price, the price movement,o r the liquidityinancial products. EFG Financial Products AG All rights reserved.

    ublication serves onlyf or info rmation purposes and is not research; it constitutes neither a recommendation for the purchase of financial instruments nor an offer or an invitationf or an of fer. No responsibility is taken fo r the correctness of this information. The financialments mentio ned in this document are derivative instruments. Theydo no t qualifyas units of a collective investment scheme pursuant to art.7 et seqq.o f the Swiss FederalA ct on Collect ive Investment Schemes (CISA) and are therefore neither registered nor supervised by

    ss Financial Market Supervisory AuthorityFINMA . Investors bear the credit risk of the issuer/guarantor. B efore investing in derivative instruments,Investors are highly recommended to ask their financialadvisor for advice specificallyfo cused on the Investors financialo n;t he information cont ained in this document does not substitute such advice.T his publication does not const itute a simplified prospect us pursuant to art. 5 CISA,o r a listing prospect us pursuant to art. 652a or 1156 of the Swiss Co de of Obligations. The relevant productentati on c an be obtained direct ly at EFG Financial P roducts AG: Tel. +41(0)58 800 1111, Fax +41(0)58 800 1010, or via e-mail: [email protected] . Selling restrictions apply for Europe, Ho ng Kong, Singapore, the USA, US persons, and t he United Kingdom (the iss uance is subj

    emption: Denomination + Coupon of 3.75% in fine (15% p.a.)

    U nderlying has nev er traded below the Barrier Lev el The U nderlying traded below the Barrier Lev el and on the Final Fixing Datecloses under the Barrier Level

    Redemption: Underlying + Coupon of 3.75% in fine (15% p.a.)

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    Aug-08 Nov-08 Feb-09 May-09 Aug-09 Nov-09 Feb-10

    Christophe Spanier +41 58 800 10 45

    20% Protection

    Redemption: 100% and a Couponof 3.75% in fine (15% p.a.)

    Redemption: 64.02 shares and aCoupon of 3.75% in fine (15% p.a.)

    Strike: USD 15.62 (100% of Spot Reference)

    Barrier: USD 12.496 (80% of Strike Level)