New Issue: UBS sells $1.83 million capped leveraged buffered notes on index basket

By Marisa Wong

Morgantown, W.Va., Feb. 20 – UBS AG, London Branch priced $1.83 million of 0% capped leveraged buffered notes due Feb. 10, 2021 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 200% of any basket gain, up to a maximum settlement amount of $2,080 for each $1,000 principal amount.

Investors will receive par if the basket falls by up to 10% and will lose 1.1111% for each 1% decline beyond 10%.

UBS Securities LLC is the agent.

Issuer:	UBS AG, London Branch
Issue:	Capped leveraged buffered notes
Underlying indexes:	Euro Stoxx 50 index (37% weight), FTSE 100 index (23% weight), Topix index (23% weight), Swiss Market index (9% weight) and S&P/ASX 200 index (8% weight)
Amount:	$1,825,000
Maturity:	Feb. 10, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 200% of any basket gain, return capped at 108%; par if the basket falls by up to 10%; 1.1111% loss for every 1% decline beyond 10%
Initial levels:	3,454.52 for Stoxx, 7,279.42 for FTSE, 1,749.91 for Topix, 8,975.01 for Swiss Market, 5,876.808 for S&P/ASX
Pricing date:	Feb. 7
Settlement date:	Feb. 14
Agent:	UBS Securities LLC
Fees:	3.4%
Cusip:	90270KQC6

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