Autocallable Bonus on Worst of Coca Cola and AnheuserBusch

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MECHANISM Autocall & Coupon Payment Mechanism: On the first observation date: If each underlying closes at or above the Autocall Barrier early redemption at: 100% + 4% Else, no coupon is paid and product continues Redemption at Maturity (in case of no early redemption): On the final observation date: If each underlying closes at or above 80% of its initial level, redemption at: Max(110% ; WO Final / WO Initial ) Else, redemption at: WO Final / WO Initial PAYOFF AT MATURITY (IN CASE OF NO EARLY REDEMPTION) +100% -100% 200% 0% Redemption Worst Of Performance 80% +10% -20% 110% 05/06/2013 05/06/2014 06/06/2015 05/06/2016 05/06/2017 60% 80% 100% 120% 140% 160% The Coca Cola Company Anheuser Busch InBev SA NV Barrier level Initial and autocall level Yield Enhancement with Semi-annual Early Redemption Features Targeted Yield: 8% p.a. 80% Protection Barrier SNAPSHOT Issuer A Minimum Maturity 1 Year Underlyings Anheuser Busch InBev SA NV (ABI BB Equity) The Coca Cola Company (KO UN Equity) Currency USD (Quanto) European Barrier 80% (European Observation) Autocall Barrier 100% (of initial fixing) Potential Coupon 4% Frequency Semi-annual Participation Factor at Maturity 100% 5Y UNDERLYINGS PERFORMANCE Source: Reuters as of 05-June-2018 Disclaimer: This note is provided for informational purposes only and is subject to change. Final documentation will prevail. Investors should ensure that they fully understand the terms of the described product and transaction and the related risks prior to transacting. www.hpcip.com HPC Investment Partners | London - Paris - Geneva - New York - Hong Kong TRADE IDEA | June 2018 Autocallable Bonus on Worst of Coca Cola and AnheuserBusch 1 Year - USD

Transcript of Autocallable Bonus on Worst of Coca Cola and AnheuserBusch

Page 1: Autocallable Bonus on Worst of Coca Cola and AnheuserBusch

MECHANISM

Autocall & Coupon Payment Mechanism:

On the first observation date:

• If each underlying closes at or above the Autocall Barrierearly redemption at:100% + 4%

• Else, no coupon is paid and product continues

Redemption at Maturity (in case of no early redemption):

On the final observation date:

• If each underlying closes at or above 80% of its initial level,redemption at:Max(110% ; WOFinal / WOInitial)

• Else, redemption at:WOFinal / WOInitial

PAYOFF AT MATURITY (IN CASE OF NO EARLY REDEMPTION)

+100%-100%

200%

0%

Redemption

Worst OfPerformance

80%+10%

-20%110%

05/06/2013 05/06/2014 06/06/2015 05/06/2016 05/06/201760%

80%

100%

120%

140%

160%

The Coca Cola Company Anheuser Busch InBev SA NV Barrier level

Initial and autocall level

• Yield Enhancement with Semi-annual Early Redemption Features• Targeted Yield: 8% p.a.• 80% Protection Barrier

SNAPSHOT

Issuer A Minimum

Maturity 1 Year

Underlyings Anheuser Busch InBev SA NV (ABI BB Equity)The Coca Cola Company (KO UN Equity)

Currency USD (Quanto)

European Barrier 80% (European Observation)

Autocall Barrier 100% (of initial fixing)

Potential Coupon 4%

Frequency Semi-annual

ParticipationFactor at Maturity

100%

5Y UNDERLYINGS PERFORMANCE

Source: Reuters as of 05-June-2018

Disclaimer: This note is provided for informational purposes only and is subject to change. Final documentation will prevail.

Investors should ensure that they fully understand the terms of the described product and transaction and the related risks prior to transacting.

www.hpcip.comHPC Investment Partners | London - Paris - Geneva - New York - Hong Kong

TRADE IDEA | June 2018

Autocallable Bonus on Worst of Coca Colaand AnheuserBusch1 Year - USD