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Published on 8/17/2020 in the Prospect News Structured Products Daily.

New Issue: UBS prices $7.53 million capped leveraged buffered notes on MSCI EAFE

By Sarah Lizee

Olympia, Wash., Aug. 17 – UBS AG, London Branch priced $7.53 million of 0% capped leveraged buffered notes due Sept. 9, 2021 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 150% of any index gain, up to a maximum settlement amount of $1,082.50 per $1,000 of notes.

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

UBS Securities LLC is the agent.

Issuer:UBS AG, London Branch
Issue:Capped leveraged buffered notes
Underlying index:MSCI EAFE
Amount:$7,525,000
Maturity:Sept. 9, 2021
Coupon:0%
Price:Par
Payout at maturity:Par plus 150% of any index gain, capped at $1,082.50 per $1,000 of notes; par if index falls by up to 10%; otherwise, 1.1111% loss for every 1% decline beyond 10%
Initial level:1,855.48
Buffer level:1,669.932, 90% of initial level
Pricing date:Aug. 4
Settlement date:Aug. 11
Agent:UBS Securities LLC
Fees:1.08%
Cusip:90276BFF5

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