Protection Certificate on Lafargeholcim, Roche, Swiss Re, Swisscom, Zurich Insurance
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Termsheet Reference is made to any additional notification published separately COSI (Collateral Secured Instruments) Public Offering only in: CH Capital Protection Products SSPA Product Type: 1100 Collateralised Derivatives Protection Certificate on LafargeHolcim, Roche, Swiss Re, Swisscom, Zurich Insurance Protection Level below 90.00% - Autocallable Final Fixing Date 28/09/2022; issued in CHF; listed on SIX Swiss Exchange AG ISIN CH0187372294 - Swiss Security Number 18737229 - SIX Symbol EFGBPF This Product is collateralised in accordance with the terms and conditions of the SIX Swiss Exchange Ltd Framework Agreement for Collateral Secured Instruments. More detailed information regarding the collateralisation can be found in the section: "Information about Collateralisation" Investors should read the section “Significant Risks” below as well as the section “Risk Factors” of the relevant Programme. Investing in this product may put Investor’s capital at risk. Investor may lose some or all of its investment. Even though translation into other languages might be available, it is only the Final Termsheet and Programme in English which are legally binding. This Product is a derivative instrument according to Swiss law. It does not qualify as unit of a collective investment scheme pursuant to art. 7 et seqq. of the Swiss Federal Act on Collective Investment Schemes (CISA) and is therefore neither registered nor supervised by the Swiss Financial Market Supervisory Authority FINMA. Investors do not benefit from the specific investor protection provided under the CISA. The Investor's exposure to the credit risk of the Issuer and the Guarantor, if any, is only mitigated due to collateralization. This document is not a prospectus within the meaning of article 1156 of the Swiss Code of Obligations (CO) or article 40 et seqq. of the FinSA. I. Product Description Product Description This Product offers the Investor a periodic opportunity to receive an Early Redemption Coupon Amount. An Early Redemption occurs, if the relevant conditions are met on any of the pre-defined Autocall Observation Dates. If no Early Redemption occurred, the Investor will receive on the Redemption Date a Cash Settlement equal to the Denomination multiplied by the Protection Level, as further described under "Redemption". The Terms and Conditions of this Product have been adjusted. Underlying Underlying Related Exchange Bloomberg Ticker Initial Fixing Level (100%)* Autocall Trigger Level (100.00%)* LAFARGEHOLCIM LTD SIX Swiss Exchange LHN SW CHF 57.0476 CHF 57.0476 AG ROCHE HOLDING AG-GENUSSSCHEIN SIX Swiss Exchange ROG SW CHF 175.70 CHF 175.70 AG SWISS RE AG SIX Swiss Exchange SREN SW CHF 52.46 CHF 52.46 AG SWISSCOM AG-REG SIX Swiss Exchange SCMN SW CHF 378.00 CHF 378.00 AG ZURICH INSURANCE GROUP AG-REG SIX Swiss Exchange ZURN SW CHF 234.20 CHF 234.20 AG * levels are expressed in percentage of the Initial Fixing Level Subscription 02/07/2012 First Exchange Trading Observation Date Observation Date Observation Date Observation Date Observation Date - 28/09/2012 Date 08/10/2012 28/09/2015 28/09/2016 28/09/2017 28/09/2018 30/09/2019 VER UTOCALLED O T A TRADING NO Observation Date Observation Date Observation Date Final Fixing Date Redemption Date 28/09/2020 28/09/2021 28/09/2022 28/09/2022 07/10/2022 UK88: 160b5991-a4ce-4549-b49e-b32c554fbeac - 77453788 Product Details Swiss Security Number 18737229 ISIN CH0187372294 SIX Symbol EFGBPF Issue Price 103.00% Issue Size CHF 10'000'000 (can be increased at any time) Denomination CHF 1'000 Settlement Currency CHF Protection Level 80.00% Bondfloor at issuance 72.93% (implied Yield p.a.: 0.93%) Dates Subscription Start Date 02/07/2012 Subscription End Date 28/09/2012 14:00 CEST Initial Fixing Date 28/09/2012 Issue Date 08/10/2012 First Exchange Trading Date 08/10/2012 Last Trading Day/Time 28/09/2022 / Exchange market close Final Fixing Date 28/09/2022 (subject to Market Disruption Event provisions) Redemption Date 07/10/2022 (subject to Settlement Disruption Event provisions) Autocall Observation and Early Autocall Autocall Trigger Early Early Redemption Dates Observation Date Levela Redemption Date Redemption Coupon Amount 1 28/09/2015 100.00% 07/10/2015 CHF 160.00 NOT AUTOCALLED 2 28/09/2016 100.00% 07/10/2016 CHF 320.00 NOT AUTOCALLED 3 28/09/2017 100.00% 09/10/2017 CHF 480.00 NOT AUTOCALLED 4 28/09/2018 100.00% 08/10/2018 CHF 640.00 NOT AUTOCALLED 5 30/09/2019 100.00% 07/10/2019 CHF 800.00 NOT AUTOCALLED 6 28/09/2020 100.00% 07/10/2020 CHF 960.00 NOT AUTOCALLED 7 28/09/2021 100.00% 07/10/2021 CHF 1120.00 8 28/09/2022* 100.00% 07/10/2022** CHF 1280.00 alevels are expressed in percentage of the Initial Fixing Level *the last Autocall Observation Date equals the Final Fixing Date **the last Early Redemption Date equals the Redemption Date If any of the above-mentioned Autocall Observation Dates is not an Exchange Business Day for an Underlying, the next following Exchange Business Day for that Underlying shall be the respective Autocall Observation Date. General Terms and Conditions apply also to the Autocall Observation Dates as if they were Final Fixing Dates. If any of the above-mentioned Early Redemption Dates is not a Business Day, the next following Business Day will apply. Redemption Provided that no Early Redemption has occurred on one of the pre-defined Autocall Observation Dates, the Investor is entitled to receive from the Issuer on the Redemption Date per Product a Cash Settlement in the Settlement Currency according to the following formula: Denomination × Protection Level Initial Fixing Level Official close of the respective Underlying on the Initial Fixing Date on the Related Exchange, as determined by the Calculation Agent. Final Fixing Level Official close of the respective Underlying on the Final Fixing Date on the Related Exchange, as determined by the Calculation Agent. Early Redemption Provided that on one of the pre-defined Autocall Observation Dates the official close of all Underlyings is above their Autocall Trigger Level, an Early Redemption will occur and the Product will expire immediately. The Investor will receive on the relevant Early Redemption Date a Cash Settlement which equals the Denomination plus the Early Redemption Coupon Amount for the relevant Autocall Observation Date as defined in the table above. No further payments will be made. 2 | Termsheet as of 22/12/2020 General Information Issuer EFG International Finance (Guernsey) Ltd., St Peter Port, Guernsey (Rating: n/a, Supervisory Authority: FINMA, on a consolidated basis) Guarantor EFG International AG, Zurich, Switzerland (Rating: Fitch A with negative outlook, Moody’s A3 with stable outlook, Supervisory Authority: FINMA, on a consolidated basis) Collateral Provider (COSI) EFG Bank AG, Zurich, Switzerland Lead Manager Leonteq Securities AG, Zurich, Switzerland Calculation Agent Leonteq Securities AG, Zurich, Switzerland Paying Agent Leonteq Securities AG, Zurich, Switzerland Distribution Fees Relevant Fees (incl. VAT, if any. Reference is made to section “Remunerations to Third Parties” herein and to the General Terms and Conditions of the Programme.) Listing/Exchange SIX Swiss Exchange AG; traded on SIX Swiss Exchange - Structured Products Listing will be applied for. Secondary Market Daily price indications will be available from 09:15 - 17:15 CET on www.leonteq.com, Refinitiv [SIX Symbol]=LEOZ or [ISIN]=LEOZ and Bloomberg [ISIN] Corp or on LEOZ. Quoting Type Secondary market prices are quoted dirty; accrued interest is included in the prices. Quotation Type Secondary market prices are quoted in percentage. Settlement Type(s) Cash Settlement Minimum Investment CHF 5'000 Minimum Trading Lot CHF 1'000 Selling Restrictions No action has been or will be taken to permit a public offering of the Products or possession or distribution of any offering material in relation to the Products in any jurisdiction, where such action for that purpose is required. Consequently, any offer, sale or delivery of the Products, or distribution or publication of any offering material relating to the Products, may only be made in or from any jurisdiction in compliance with applicable laws and regulations not imposing any obligations on the Issuing Parties or the Lead Manager. Possible limitations resulting from legal restrictions with regard to cross-border communication and cross-border business concerning the Products and related information remain reserved. Most important jurisdictions where the Products may not be publicly distributed are EEA, UK, Hong Kong and Singapore. The products may not be offered or sold within the United States or to, or for the account or benefit of US persons (as defined in Regulation S). Detailed information on Selling Restrictions is published in the Programme which is available on www.leonteq.com and can be ordered free of charge from the Lead Manager. Clearing SIX SIS Ltd, Euroclear, Clearstream Depository SIX SIS Ltd Public Offering only in Switzerland Form Uncertificated Security / Book-entry Governing Law / Jurisdiction Swiss / Zurich The definition “Issuing Party/Parties” as used herein, means the Issuer and the Guarantor, as indicated in section “General Information”. Taxation Switzerland Swiss Federal Stamp Duty For Swiss stamp duty purpose, the Product is treated as analogous to a bond. Therefore, secondary market transactions are in principle subject to Swiss stamp duty (TK22). Swiss Federal Income Tax For tax purposes this Product is classified as transparent, where the majority of the return (for private investors with tax of the bond part is in the form of a discount or of one payment on the Redemption Date (IUP). domicile in Switzerland) Therefore, for private Investors with tax domicile in Switzerland holding the Product as part of their private property, the increase of the value of the bond part (according to the “Modifizierte Differenzbesteuerung”) at sale or at redemption is subject to the Federal Direct Tax.