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803 FTSE Defensive Autocall 7.5pc


This is a 6 year autocall paying in Sterlings issued by JP Morgan Chase & Co. linked to the performance of FTSE 100 Index between 05/27/2015 and 05/27/2021. Although the latest maturity date is 05/27/2021, 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 99.2204% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 7.5%, 15%, 22.5%, 30% and 37.5% (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 45% so long as the worst performing underlying is at or above 64.4933%. If the European protection barrier of 64.4933% 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)

Recorded Performance

The product has matured at 5/29/2017. Investing in this product at issue price would have resulted in a total return of 14.99%

Product Sheet

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This product have been mapped on /UK/2015 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.