Deutsche Bank plans buffered knock-in notes linked to Euro Stoxx

By Marisa Wong

Madison, Wis., April 29 - Deutsche Bank AG, London Branch plans to price 0% buffered knock-in securities due July 6, 2016 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

A knock-in event occurs if the index closes at or below the knock-in level on any day from the pricing date to and including Oct. 30, 2014. The knock-in level will be 95% of the initial level.

If the final level is greater than the initial level and a knock-in event has occurred, the payout at maturity will be par plus double the index return.

If the final level is greater than the initial level and a knock-in event has not occurred, the payout will be par plus the index return.

If the index falls by up to the buffer amount, 3% to 5%, the payout will be par.

If the index falls by more than the buffer, investors will lose 1.0309% to 1.0526% for every 1% decline beyond the buffer.

The exact buffer and downside participation factor will be set at pricing.

Deutsche Bank Securities Inc. is the agent.

The notes are expected to price on April 30 and settle on May 6.

The Cusip number is 25152RJZ7.

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