FC000859

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692 Catley Lakeman Eurostoxx50 Defensive Autocall 8.25

N° 23 of 329 Autocall in UK |  Probability of 0.13% to outperform GILTS learn more

Summary

This is a 6 year autocall paying in Sterlings issued by HSBC Bank PLC linked to the performance of EURO STOXX 50 Index between 8/28/2014 and 8/24/2020. Although the latest maturity date is 8/24/2020, the product will be monitored at annual periods. The product will mature early if at any annual date, from period 1, the worst performing underlying is at or above 100%, 100%, 100%, 92% and 83% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 8.25%, 16.5%, 24.75%, 33% and 41.25% (at the relevant date when the autocall is triggered). If the product runs to maturity, the product will repay the initial investment plus a coupon of 49.5% so long as the worst performing underlying is at or above 74%. 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

 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/2014 and have been modelled using the template /Structured Products/Autocall



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