8/9/2019 Single Barrier Reverse Convertible on VALE SA-SP

1/1

ngle Barrier Reverse Convertible on VALE SA-SP ADR

oupon 12.22% p.a. - American Barrier at 80% - 3 Months - USD

Details Redemption

suer EFG Financial Products

uarantor EFG International On 26.03.2010 Client pays USD 1000 (Denomination)

Rating: Fitch A

nderlying VALE SA-SP ADR On 17.06.2010 Client receiv es 2.75% in fine (12.22% p.a.) Couponbg Ticker VALE UN Equity

ayment Date 26.03.10 PLUS

aluation Date 14.06.10

aturity 17.06.10

rike Level USD 30.11 (100%)

arri er Level USD 24.09 (80%)

U Saving Tax Option Premium Component 2.69% (11.96% p.a.)

Interest Component 0.06% (0.26% p.a.)

etails Physical Settlement American Barrier a.

onversion Ratio 33.21

IN CH0111080583

aloren 11108058

X Symbol Not Listed

haracteristics

A guaranteed Coupon of 2.75% in fine (12.22% p.a.) 1. M aximum yield is limited to 2.75% in fine (12.22% p.a.)

Protection against 20% drop in Underlying's price 2. Exposure to volatility changes

Lower volatility than direct equity exposure

Secondary market as liquid as a share

Optimization of EU Tax components

istorical Chart

importer depuis la deuxieme feuille

ontactsppo Colombo Nathanael Gabay

uno Frateschi Sofiane Zaiem

anislas Perromat +41 22 918 70 05

ejandro Pou Cuturi Live prices at www.efgfp.com77 93 15 11 66

If the Final Fixing Level is at or below the Strike Level , the Investor will

receive a predefined round number (i.e. Conversion Ratio) of the

Underlying per Denomination.

If the Final Fixing Level is above the Strike Level, the Investor will receive a

Cash Settlement in the Settlement Currency equal to: Denomination

Worst case scenario___________________________________________________________

Risks__________________________________________________________________________

The Investor wil l receive a Cash Settlement equal to the Denomination

derlying_______________________________________________________________________________________________________________________________________________________

le SA produces and sells iron ore, pellets, manganese, alloys, gold, nickel, copper, kaolin, bauxite, alumina, aluminum, and potash. The Company is

sed in Brazil, where it owns and operates railroads and maritime terminals.

portunities______________________________________________________________

st 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 level

b.

The Underlyings performance in the past does not co nstitute a guarantee for their future perform ance.T he financialpro ducts' value is subject to market fluctuation, what can lead to a partial or tot al loss o f the invested capital. The purchase of t he financial products triggers

and fees.EFG FinancialP roducts AG and/or anotherrelated companymayo perate as market maker for the financial products,may tradeas principal, and may conclude hedging transactions.Such activitymay influence the market price, the price movement, or the liquidity

e financial products. EFG Financial Products AG All rights reserved.

publicationserves only for information purposes and is no t research; it constitutes neither a recommendation for the purchase of financial instruments nor an off er or an invitation for an offer. No responsibility is taken fo r the correctness of this information. The financial

ments mentio ned in this document are derivative instruments. They do not qualify as units of a collec tive investment scheme pursuant to art.7 et seqq.o f the Swiss Federal Act o n Collective Investment Schemes (CISA) and are therefore neither registered nor supervised by

wiss 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 fo r advice specificallyfo cused on the Investors financial

io n; the information cont ained in this document does not substit ute such advice. This publication does not constitut e a simplified prospectus 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 product

mentat ion can be obtained direct ly at EFG F inancial Pro ducts A G: Tel. +41(0)58 800 1111, Fax +41(0)58 800 1010, or via e-mail: termsheet@efgfp.com . Selling restrictio ns apply for Europe, Ho ng Kong, Singapore, the USA, US persons, and t he United Kingdom (the issuance is sub

demption: Denomination + Coupon of 2.75% in fine (12.22% p.a.)

e Underlying has nev er traded below the Barrier Lev el The U nderlying traded below the Barrier Lev el and on the Final Fixing D ate

closes under the Barrier Level

Redemption: Underlying + Coupon of 2.75% in fine (12.22% p.a.)

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Christophe Spanier

+41 58 800 10 45

20% Protection

Redemption: 100% and a Coupon

of 2.75% in fine (12.22% p.a.)

Redemption: 33.21 shares and a

Coupon of 2.75% in fine (12.22%

p.a.)

Strike: USD 30.11 (100% of Spot Reference)

Barrier: USD 24.088 (80% of Strike Level)