DE000CZ379T6

Lyfecycle: Post-Strike |  Fair Value: Sign-in

CMZB Phoenix SPM STL RDSA CVX 1.75 - 01.04.2019

N° 414 of 430 Autocall Plus - Income Plan in Italy |  Probability of 45.84% to outperform BTP learn more

Summary

This is a 4 year product paying in Euro issued by Commerzbank AG. It is Express Certificate Plus linked to the performance of Saipem SPA, Statoil ASA, Royal Dutch Shell PLC and Chevron Corporation from 3/25/2015 to the last observation date 3/25/2019 and will be monitored at quarterly periods. The product will pay 2 additional 1.75% coupon(s) if the underlying is at or above the 65% of its initial level, paid prior to early redemption periods. The product will mature early if on any quarterly date, from period 3, the worst performing underlying is at or above 100% of its initial level (on the relevant date). In this case the product will repay the initial investment plus a coupon of 1.75% (on the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 1.75% if the underlying is at or above the 65% of its initial level. If the product runs to maturity, it will repay the initial investment plus a coupon of 1.75% so long as the worst performing underlying is at or above 65%. If the European protection barrier of 65% 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

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/Autocall Plus - Income Plan



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.