CH0259242771

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Big Oil Basket Autocall

N° 286 of 381 Autocall in UK |  Probability of 94.61% to outperform GILTS learn more

Summary

This is a 3 year autocall paying in Sterlings issued by EFG International linked to the performance of BP PLC, Royal Dutch Shell PLC and Exxon Mobil Corp between 1/8/2015 and 1/8/2018. Although the latest maturity date is 1/8/2018, the product will be monitored at quarterly periods. The product will mature early if at any quarterly date, from period 4, the worst performing underlying is at or above 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 23.2%, 29%, 34.8%, 40.6%, ... ,52.2%, 58% and 63.8% (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 69.6% so long as the worst performing underlying is at or above 100%. 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

 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/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.