INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE Closed
ISIN CH0572902226
COUNTERPARTY Leonteq Securities AG
TYPE Security
RETURN & BARRIERS
- Exposure to a multi-asset portfolio of mutual funds managed by BlackRock
- The portfolio follows a risk parity strategy and aims to systematically control volatility
- No cap on the upside performance
- Daily protection at 90% of the highest Daily Certificate Price
- “High-watermark” feature ensures the largest possible drawdown is capped at 10%
- No cap on the protection level – i.e. it will always be 90% of the highest ever Daily Price
- Daily liquidity at the Daily Certificate Price – both inflows and outflows
MATURITY DATE
01/12/2022
