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BARC Synthetic Zero FTSE 100 SPX 500 - 23.04.2019

N° 1 of 1 Synthetic Zero in UK |  Probability of 0% to outperform GILTS learn more


This is a 6 year Synthetic Zero paying in Sterlings issued by Barclays Bank Plc linked to the performance of S&P 500 Index and FTSE 100 Index between 4/12/2013 and 4/23/2019. The product has a barrier level of 60% and a synthetic level of 45%

 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 /UK/2013 and have been modelled using the template /Structured Products/Synthetic Zero

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.