DE000CZ44Z48

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CMZB Phoenix VOW3 UCG FCA TIT MT VOW3 UCG FCA TIT MT 22.5 - 18.07.2022

N° 518 of 565 Autocall Plus - Income Plan in Italy |  Probability of 70.48% to outperform BTP learn more

Summary

This is a 5 year product paying in Euro issued by Commerzbank AG. It is Express Certificate Plus linked to the performance of Volkswagen AG, Unicredit SpA, Fiat Chrysler Automobiles NV, Telecom Italia SPA, ... ,Fiat Chrysler Automobiles NV, Telecom Italia SPA and ArcelorMittal SA from 07/18/2017 to the last observation date 07/18/2022 and will be monitored at quarterly periods. The product will pay 1 additional 22.5% coupon(s) if the underlying is at or above the 10% of its initial level, paid prior to early redemption periods. The product will mature early if on any quarterly date, from period 2, 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 1.5% (on the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 1.5% if the underlying is at or above the 80% of its initial level. If the product runs to maturity, it will repay the initial investment plus a coupon of 1.5% so long as the worst performing underlying is at or above 60%. If the European protection barrier of 60% 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

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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/2017 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.