XS1507502026

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BACRED Express FTSEMIB Index 7.5 - 13.12.2019

N° 134 of 507 Autocall Plus - Income Plan in Italy |  Probability of 2.79% to outperform BTP learn more

Summary

This is a 3 year product paying in Euro issued by Mediobanca SpA. It is Express Certificate Plus linked to the performance of FTSEMIB Index from 12/6/2016 to the last observation date 12/6/2019 and will be monitored at annual periods. The product will mature early if on any annual date, from period 1, 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 7.5% and 15% (on the relevant date when the autocall is triggered). If the product runs to maturity, it will repay the initial investment plus a coupon of 22.5% so long as the worst performing underlying is at or above 100%. If the European protection barrier of 50% 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

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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/2016 and have been modelled using the template /Structured Products/Autocall Plus - Income Plan



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