This is an Equity Protection Cap paying in Euro issued by Banca Aletti Spa with strike date at 2/27/2015 and maturing at 2/21/2020. It is linked to the performances of EURO STOXX Insurance Index. The product will pay the maximum between the capital protection of 90% and the capital protection plus the underlying performance up to a cap of 160%. The underlying performance is the difference between the final reference price and the protection level
IT0005085144
Lyfecycle: Post-Strike |
Fair Value: Sign-in
ALETTI Borsa Protetta SXIE Index 90 - 21.02.2020
N° 68 of 83 Equity Protection in Italy | Probability of 51.02% to outperform BTP learn more
Key Investment Document (KID)
Product Sheet
Free Sign-in to view contract terms.
Basic Risk-Return
Forward Annualized and total return vs volatility and semideviation
Free Sign-in to view daily updated expected annualized and total return, volatility and semideviation.
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.
Sign-in to start.
Probabilistic Comparative Returns
Detailed comparison of this product performance with the market banchmark, a domestic bond with the same maturity of the product.
Sign-in to start.
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.
Sign-in to start.
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%.
Sign-in to start.
Similar Products
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 /Italy/2015 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.