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ALETTI Autocallable Step SX5E Index 5.4 - 18.03.2022

N° 17 of 132 Autocall in Italy |  Probability of 0% to outperform BTP learn more


This is a 5 year autocall paying in Euro issued by Banca Aletti Spa linked to the performance of EURO STOXX 50 Index between 03/31/2017 and 03/18/2022. Although the latest maturity date is 03/18/2022, the product will be monitored at semiannual periods. The product will mature early if at any semiannual date, from period 5, the worst performing underlying is at or above 0%, 0%, 0%, 0%, ... ,100%, 100% and 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 0%, 0%, 0%, 0%, ... ,16.2%, 21.6% and 27% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 1.35%, 1.35%, 1.35%, 1.35%, ... ,0%, 0% and 0% if the underlying is at or above the 0% of its initial level. If the product runs to maturity, the product will repay the initial investment plus a coupon of 32.4% so long as the worst performing underlying is at or above 100%. If the European protection barrier of 80% 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 plus a minimum repayment of 20% of the initial investment

 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

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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

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 Tail Risk

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This product have been mapped on /Italy/2017 and have been modelled using the template /Structured Products/Autocall

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.