Vanilla. Overview The following example demonstrates how the performance of an Underlying could result in a positive, neutral and negative return on the Notes. Upon maturity, the Notes will pay a redemption amount, determined in accordance with the Vanilla formula as specified on pages 271 et seq. of the Base Prospectus. The objective of the Vanilla is to pay an amount linked to the performance of an Underlying. The Final Redemption Amount per Note may be less than the Nominal Amount, or even be equal to zero. The Vanilla will not bear interest and cannot be subject to an automatic early redemption mechanism.
Vanilla. Overview The following example demonstrates how the performance of an Underlying could result in a positive, neutral and negative return on the Notes. Upon maturity, the Notes will pay a redemption amount, determined in accordance with the Vanilla formula as specified on pages 280 et seq. of the Base Prospectus. The objective of the Vanilla is to pay an amount linked to the performance of an Underlying. The Final Redemption Amount per Note may be less than the Nominal Amount, or even be equal to zero. The Vanilla will not bear interest and cannot be subject to an automatic early redemption mechanism. Worked Example The scenario below is based on an Index Linked Note (single index) providing the Noteholders with an exposure to the performance of the Underlying while ensuring a minimal Final Redemption Amount per Note of 80% of the Nominal Amount.
