EFTA Document EFTA01376784
Strike/ Premium: Basket cheapening to vanillas: ATMS/231% 15% Equally -weighted basket in CNH, KRW, SGD and TWD Strike/ Premium: ATMS / 2.20% Basket cheapening to vanillas: 17% 2.5% OTMS / 1.37% 20% 2.5% OTMS/ 1.28% 25% Basket performance is sum of currency performance given by USDCCY final - USDCCY initial / USDCCY final spot Payout = Max (0, Basket Performance - Strike) Strike = 0.0% for ATMS and 2.5% for 2.5% OTMS ATMS = At the money spot OTMS = Out of the money spot From: V
Summary
Strike/ Premium: Basket cheapening to vanillas: ATMS/231% 15% Equally -weighted basket in CNH, KRW, SGD and TWD Strike/ Premium: ATMS / 2.20% Basket cheapening to vanillas: 17% 2.5% OTMS / 1.37% 20% 2.5% OTMS/ 1.28% 25% Basket performance is sum of currency performance given by USDCCY final - USDCCY initial / USDCCY final spot Payout = Max (0, Basket Performance - Strike) Strike = 0.0% for ATMS and 2.5% for 2.5% OTMS ATMS = At the money spot OTMS = Out of the money spot From: V
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