Fund-Linked CPN to the performance of the Franklin K2 Alternative Strategies Fund

Underlying: Franklin K2 Alternative Strategies Fund ACC EUR H1 SSPA/EUSIPA Product Type: Capital Protection Certificate with Participation (1100) Valor: 39379743 / ISIN: CH0393797433

Last update 06.07.2020
  • Bid

    99.16 %
    Volume: 20'000

  • Ask

    100.16 %
    Volume: 20'000

Key figures

Strike absolute10.80 EUR
Capital protection100.00%
Days to expiry230

Product calendar

Fixing date21.02.2018
Last trading date19.02.2021

UBS Capital Protection Note

UBS Capital Protected Notes, or CPNs, have capital protection at maturity and at the same time offer the earning potential that can arise from the capital markets. To this end, CPNs (at least partly) participate in the price movements of selected underlying assets (e.g. index, equity basket or commodities and currencies). The structure offers uncapped participation in a possibly positive performance of the selected underlying asset. The pre-determined participation rate can vary. Depending on the product features, it can be proportional (either negative or positive) to the performance of the underlying asset. In general, higher capital protection is at the cost of the participation rate in price movements. Depending on the features, the capital protection at the end of the mostly several-year term is between 90 and 100 percent of the nominal amount.

With a capital protection of less than 100 percent, the nominal amount at maturity is not fully secured. A price increase of the underlying asset by maturity is needed to bridge the difference between the level of capital protection and 100 percent of the nominal amount and avoid losses at maturity.