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 |
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ALETTI Borsa Protetta SXIE Index 90 - 21.02.2020
N° 44 of 93 Equity Protection in Italy | Probability of 36.37% 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
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/2015 and have been modelled using the template /Structured Products/Equity Protection
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