This is a 6 year autocall paying in Euro issued by Societe Generale SA linked to the performance of EURO STOXX 50 Index between 08/11/2015 and 08/11/2021. Although the latest maturity date is 08/11/2021, the product will be monitored at annual periods. The product will mature early if at any annual date, from period 1, the basket average performing underlying is at or above 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 6% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 6% if the underlying is at or above the 70.6% of its initial level. Not paid coupons will be accumulated and will be paid when the condition will verify. If the product runs to maturity, the product will repay the initial investment plus a coupon of 6% so long as the basket average performing underlying is at or above 70.6%. If the European protection barrier of 70.6% has not been breached, the nominal value will be paid, otherwise the product will repay the initial investment less any negative worst performing underlying measured over the term of the product
DE000SE0KDM1
SG Memory Express EURO STOXX 50 - 18.08.2021
N° 34 of 234 Autocall in Germany | Probability of 93.82% to outperform BUND learn more
Key Investment Document (KID)
Product Sheet
Basic Risk-Return
Risk-Return Map
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Probabilistic Comparative Returns
Detailed comparison of this product performance with the market banchmark, a domestic bond with the same maturity of the product.
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Early Redemption and Barriers
Find below the probability of early redemption on the next observation, the probability of losing the capital protection and the expected returns conditioned to these events.
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Tail Risk
Here the expected return of the product conditional upon the occurence of extreme events whose probability of occurence is equal to 1% and 5%.
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This product have been mapped on /Germany/2015 and have been modelled using the template /Structured Products/Autocall