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IMI Equity Protection Cap NKY Index 100 - 22.12.2023

N° 15 of 62 Equity Protection in Italy |  Probability of 42.9% to outperform BTP learn more


This is an Equity Protection Cap paying in Euro issued by Banca IMI with strike date at 12/27/2018 and maturing at 12/22/2023. It is linked to the performances of Nikkei 225 Index. The product will pay the maximum between the capital protection of 100% and the capital protection plus the underlying performance up to a cap of 137%. The underlying performance is the difference between the final reference price and the protection level

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

Interactive risk-reward trade-off map in which is possibile to compare this product w.r.t. other products issued in the same market.

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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/2018 and have been modelled using the template /Structured Products/Equity Protection

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.