By Jennifer Chiou
New York, Dec. 24 - Deutsche Bank AG, London Branch priced $1.69 million of 0% capped Buffered Underlying Securities due Dec. 30, 2013 linked to a basket of an index and two index funds, according to a 424B2 filing with the Securities and Exchange Commission.
The basket consists of the S&P 500 index with a 40% weight, the iShares MSCI Emerging Markets index fund with a 30% weight and the iShares MSCI EAFE index fund with a 30% weight.
Payout at maturity will be par plus double any basket gain, up to a maximum return of 80%.
Investors will receive par if the basket falls by up to 20% and will lose 1% for every 1% decline beyond 20%.
Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas are the agents.
| Issuer: | Deutsche Bank AG, London Branch
|
| Issue: | Capped Buffered Underlying Securities
|
| Underlying basket: | S&P 500 (40% weight), iShares MSCI EAFE index fund (30% weight), iShares MSCI Emerging Markets index fund (30% weight)
|
| Amount: | $1,686,000
|
| Maturity: | Dec. 30, 2013
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus 200% of any basket gain, up to maximum return of 80%; par if basket falls by 20% or less; 1% loss for every 1% decline beyond 20%
|
| Initial levels: | 871.63 for S&P 500; $43.08 for iShares MSCI EAFE index fund; $24.47 for iShares MSCI Emerging Markets index fund
|
| Pricing date: | Dec. 22
|
| Settlement date: | Dec. 29
|
| Agents: | Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas
|
| Fees: | 0.75%
|
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