Worst of Barrier Reverse Convertible on NESTLE,

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  • 8/14/2019 Worst of Barrier Reverse Convertible on NESTLE,

    1/1

    oupon 7.60% p.a. - 1 Year - European Barrier at 80% - CHFDetails Redemption

    uer EFG Financial Products

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

    Rating: Fitch A

    nderlying NESTLE SA-REGOn 01.04.2011 Client receives a Coupon of 7.60%

    bg Ticker NESN VX Equi ty NOVN VX Equi ty ROG VX Equi ty

    ike Level (100%) CHF 53.8 CHF 58.25 CHF 175.4 PLUS

    rrier Level (80%) CHF 43.04 CHF 46.6 CHF 140.32

    onversion Ratio 18.5874

    yment Date 26.03.10

    aluation Date 25.03.11

    aturity Date 01.04.11

    Saving Tax Option Premium Component 6.96% p.a.

    Interest Component 0.64% p.a.

    etails Physical Settlement European Barrier

    N CH0111080526

    aloren 11108052

    X Symbol not listed

    haracteristics

    A guaranteed Coupon of 7.60% in fine 1. Maximum return of 7.60% in fine

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

    ower volatility than direct equity exposure

    econdary market as liquid as a share

    Optimization of EU Tax components

    istorical Chart

    importer depuis la deuxieme feuille

    ontacts

    ppo Colombo Nathanael Gabay

    no Frateschi Sofiane Zaiem

    nislas Perromat +41 22 918 70 05

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

    Scenario 1: if the Underlyings are at or above the Barrier level on the Final Fixing

    The Investor will receive a Cash Settlement in the Settlement Currency equal to:

    Denomination

    Scenario 2: if one or more Underlyings is below the Barrier on the Final Fixing Date

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

    Underlying with the Worst Performance per Denomination.

    Worst of Barrier Reverse Convertible on NESTLE, NOVARTIS and ROCHE

    NOVARTIS AG-REG ROCHE HOLDING AG-GENUSSCHEIN

    17.1674 5.7013

    he Underlyingsperformance in the past does not constitute a guarantee for their future performance.The financial products' valueis subject to market fluctuation, what can leadto a partial or to tal loss o f the invested capital.The purchase of the financial products triggers co sts and fees.EFG

    cial Products AG and/orano ther related companymayo perate as market maker for the financial products, may trade as principal,and may conclude hedging transactions. Such activity mayinfluence the market price,the price movement, or the liquidityo f t he financial products. EFG Financial

    cts A G All rights reserved.

    At least one Underlying is at or below its Strike level on the Maturity Date

    Worst case scenario_______________________________________________________________

    Risks______________________________________________________________________________portunities_________________________________________________________________

    estle SA is a multinational packaged food company that manufactures and markets a wide range of food products. The Company's product lines include milk, chocolate, confectionery,

    tled water, coffee, creamer, food seasoning and pet foods.

    ovartis AG manufactures pharmaceutical and consumer healthcare pr oducts. The Company produces pharmaceuticals for cardiovascular, respiratory and infectious diseases;

    ology, neuroscience, transplantation, ophthalmics, dermatology, gastrointestinal and urinary conditions, and arthritis; vaccines and diagnostics; generics; and over-the-counter, vision,

    animal health products.

    publication serves onlyfor information purposes and is not research;it constitutes neither a recommendation for the purchase of financial instruments nor an offer or an invitation for an of fer.No responsibilityis taken for the correctness of this info rmation.The financial instruments mentionedin

    ocument are derivative instruments.They do not qualifyas units of a co llective investment scheme pursuant to art.7 et seqq.of the Swiss Federal Act on Collective Investment Schemes (CISA) and are therefore neither registered nor supervised bythe Swiss Financial Market SupervisoryAuthority

    A. Investors bear the credit risk of the issuer/guarantor.Befo reinvesting in derivative instruments,Investors are highly recommended to ask their financial advisor fo r advice specificallyfocused on the Investors financial situation; the information cont ained in this document does not substitute

    advice.This publication does not co nstitute a simplified prospectus pursuant to art.5 CISA, or a listing prospectus pursuant to art.652a or 1156 of the Swiss Code of Obligations. The relevant product documentation c an be obtained directlyat EFGFinancial P roducts AG: T el.+41(0)58800 1111,Fax

    )58 800 1010, or via e-mail: termsheet@ef gfp.com . Selling restrictio ns apply for Europe, Ho ng Kong, Singapore, the USA, US persons, and the United Kingdom (t he issuance is subject to Swiss

    oche Holding AG develops and manufactures pharmaceutical and diagnostic pr oducts. The Company produces prescription drugs i n the areas of cardiovascular, infectious,

    oimmune, and respiratory diseases, dermatology, metabolic disorders, oncology, transplantation, and the central nervous system.

    derlying_______________________________________________________________________________________________________________________________________________________________

    Redemption: Shares of the Worst Performing Under lying (With Negative

    Performance)demption: Denomination + 1 Coupons of 7.60% (Total return: 107.6%)

    the Underlyings are above the Barrier Lev el on the Maturity Date

    t case scenario____________________________________________________________

    60%

    70%

    80%

    90%

    100%

    110%

    120%

    Jan-08 Mar-08 May-08 Jul-08 Sep-08 Nov-08 Jan-09 Mar-09 May-09 Jul-09 Sep-09 Nov-09 Jan-10 Mar-10

    Nestle

    Novartis

    Roche

    Christophe Spanier

    +41 58 800 10 45

    Redemption: Denomination + 1 Coupon 7.60%

    30% Protection

    Redemption: Shares of the Worst performing

    Underlying + 1 Coupon of 7.60%