This is a 5 year product paying in Euro issued by Banca Aletti Spa. It is Digital Certificate linked to the performance of S&P 500 Index from 2/11/2016 to the last observation date 2/11/2021 and will be monitored at annual periods. The product will pay 4 additional 3.4% coupon(s) if the underlying is at or above the 60% of its initial level. At maturity, it will repay the initial investment plus a coupon of 3.4% so long as the worst performing underlying is at or above 60%. If the European protection barrier of 60% 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
IT0005158669
Lyfecycle: Post-Strike |
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ALETTI Coupon Premium SPX Index 3.4 - 11.02.2021
N° 66 of 1590 Autocall Plus - Income Plan in Italy | Probability of 97.41% to outperform BTP learn more
Key Investment Document (KID)
Product Sheet
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Basic Risk-Return
Forward Annualized and total return vs volatility and semideviation
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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 /Italy/2016 and have been modelled using the template /Structured Products/Autocall Plus - Income Plan
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