Free Writing Prospectus - Filing Under Securities Act Rules 163/433 (fwp)
April 13 2017 - 4:52PM
Edgar (US Regulatory)
Autocallable
Market-Linked Step Up Notes
|
Autocallable
Market-Linked Step Up Notes Linked to an International Equity Index Basket
|
This graph assumes
that the notes are not called on any Observation Date and reflects the hypothetical return on the notes at maturity. This
graph has been prepared for purposes of illustration only.
|
Issuer
|
Deutsche
Bank AG (“Deutsche Bank”), London Branch
|
Principal
Amount
|
$10.00
per unit
|
Term
|
Approximately
three years, if not called
|
Market
Measure
|
An
international equity index basket composed of the EURO STOXX 50
®
Index (Bloomberg symbol: “SX5E”),
the FTSE
®
100 Index (Bloomberg symbol: “UKX”), the Nikkei Stock Average Index (Bloomberg symbol:
“NKY”), the Swiss Market Index (Bloomberg symbol: “SMI”), the S&P/ASX 200 Index (Bloomberg symbol:
“AS51”) and the Hang Seng Index (Bloomberg symbol: “HSI”). The EURO STOXX 50
®
Index
will be given an initial weight of 40%, each of the FTSE
®
100 Index and the Nikkei Stock Average Index will
be given an initial weight of 20%, each of the Swiss Market Index and the S&P/ASX 200 Index will be given an initial weight
of 7.5% and the Hang Seng Index will be given an initial weight of 5%
|
Automatic
Call
|
The
notes will be called automatically on any Observation Date if the value of the Market Measure is equal to or greater than
the Call Level
|
Call
Level
|
100%
of the starting value of the Market Measure
|
Observation
Dates
|
Approximately
one year and two years from the pricing date
|
Call
Amounts
|
[$10.95
to $11.05] if called on the first Observation Date and [$11.90 to $12.10] if called on the second Observation Date, each of
which will be determined on the pricing date
|
Payout
Profile at Maturity
|
·
If the Market Measure is flat or increases up to the Step Up Value, a return equal to the
Step Up Payment
·
If
the Market Measure increases above the Step Up Value, a return equal to the percentage increase in the Market Measure
·
1-to-1 downside exposure to decreases in the Market Measure, with up to 100% of your principal
at risk
|
Step
Up Value
|
130%
of the starting value of the Market Measure
|
Step
Up Payment
|
$3.00
per unit, a 30% return over the principal amount
|
Threshold
Value
|
100%
of the starting value of the Market Measure
|
Interest
Payments
|
None
|
Preliminary
Offering Documents
|
http://www.sec.gov/Archives/edgar/data/1159508/000095010317003535/dp75131_424b2-sun108.htm
|
Exchange
Listing
|
No
|
You should read the relevant
Preliminary Offering Documents before you invest.
Click on the Preliminary
Offering Documents hyperlink above or call your Financial Advisor for a hard copy.
Risk Factors
Please see the Preliminary Offering
Documents for a description of certain risks related to this investment, including, but not limited to, the following:
|
·
|
If the notes are not automatically
called, your investment may result in a loss; there is no guaranteed return of principal.
|
|
·
|
Payments on the notes,
including any repayment of principal, are subject to the credit risk of Deutsche Bank and any resolution measure imposed by the
competent resolution authority, and any actual or perceived changes in Deutsche Bank’s creditworthiness are expected to
affect the value of the notes. If Deutsche Bank becomes insolvent, is unable to pay its obligations or any resolution measure
becomes applicable to it, you may lose your entire investment.
|
|
·
|
Changes in the level of
one of the Basket Components may be offset by changes in the levels of the other Basket Components.
|
|
·
|
The
initial estimated value of the notes on the pricing date will be less than their public
offering price.
|
|
·
|
If
you attempt to sell the notes prior to maturity, their market value may be lower than
both the public offering price and the initial estimated value of the notes on the pricing
date.
|
|
·
|
If
the notes are called, your investment return is limited to the return represented by
the applicable call premium.
|
|
·
|
You
will have no rights of a holder of the securities included in the Basket Components,
and you will not be entitled to receive securities or dividends or other distributions
by the issuers of those securities.
|
|
·
|
Your
return on the notes may be affected by factors affecting international securities markets,
specifically changes in the countries represented by the Basket Components. In addition,
although you will not obtain the benefit of any increase in the value of the currencies
the Basket Components are calculated in against the U.S. dollar during the term of your
notes that you would have received if you had owned the securities included in the Basket
Components, the value of the notes may be adversely affected by general exchange rate
movements in the market.
|
Final terms will be set on the
pricing date within the given range for the specified Market-Linked Investment. Please see the Preliminary Offering Documents
for complete product disclosure, including related risks and tax disclosure
Deutsche Bank AG has filed a registration statement (including
a prospectus, a prospectus supplement and a product supplement) with the Securities and Exchange Commission for the offering to
which this document relates. Before you invest, you should read the prospectus in that registration statement and the other documents
relating to this offering that Deutsche Bank AG has filed with the SEC for more complete information about Deutsche Bank AG and
this offering. You may obtain these documents without cost by visiting EDGAR on the SEC
.
website
at
.
www.sec.gov. Alternatively, Deutsche Bank AG, any agent or any dealer participating in this
offering will arrange to send you these documents if you so request by calling MLPF&S toll-free at 1-800-294-1322.
|
Free Writing Prospectus
Filed pursuant to Rule 433
Registration Statement No. 333-206013
Date April 13, 2017
|
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