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IMI Equity Protection JNJ NOVN PFE ROG SAN 100 - 03.04.2023

N° 54 of 62 Equity Protection in Italy |  Probability of 32.84% to outperform BTP learn more


This is an Equity Protection paying in US Dollars issued by Banca IMI with strike date at 04/02/2019 and maturing at 03/30/2023. It is linked to the performances of Johnson & Johnson, Novartis Inc, Pfizer Inc, Roche Holding Ltd and Sanofi SA. The product will pay the maximum between the capital protection of 100% and the capital protection plus the underlying performance. The underlying performance is the difference between the final reference price and the protection level, multiplied by the participation factor of 1.36

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/2019 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.