Lyfecycle: Early Matured |  Fair Value: Sign-in

LBBW Reverse Deep Express DAX - 23.04.2021


This is a 6 year product paying in Euro issued by Landesbank Baden-Wuerttemberg. It is a reverse autocall product linked to the performance of DAX Index between 04/02/2015 and the 04/16/2021, the product will be monitored at annual periods. The product will mature early if at any annual date, from period 1, the worst performing underlying is at or below 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 4.25% (at the relevant date when the autocall is triggered).. If the product runs to maturity the product will repay the initial investment plus a coupon of 25.5% so long as the worst performing underlying is at or below 125%. If the underlying is above 125% and below 125% the product will repay the initial investment. Otherwise the product will repay the reverse level 200% minus the underlying change

Recorded Performance

The product has matured at 4/18/2016. Investing in this product at issue price would have resulted in a total return of 4.24%

Product Sheet

Free Sign-in to view contract terms.

 More options and tools

  • Need more detailed information including backtesting, what-if analysis, greeks or the Fairmat independent quantitative report? Request an on-demand analytics.
  • Want to assess a custom product similar to this one? Clone this product and modify it.
  • Want to Find, Compare and Rank Similar Products?  Sign-in to access the  Products Ranking And Comparison Tools.

This product have been mapped on /Germany/2015 and have been modelled using the template /Structured Products/Autocall Reverse

Disclaimer: this product sheet has been created by Fairmat Srl and its partners using public available information, hence it represents our interpretation of the product. The information displayed in this page does not represent any recommendation to buy or sell the displayed product.