US06741UPN80

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BACR Dual Directional Note SPX - 31.01.2022

N° 2 of 2 Autocall Absolute Return - Twin Win in USA |  Probability of 52.84% to outperform US Treasuries learn more

Summary

This is a 7 year twin win product paying in US Dollars issued by Barclays Bank Plc linked to the performance of S&P 500 Index from 27/01/2015 to 26/01/2022. At maturity the product will repay the absolute return of the underlying performance so long the underlying is at or above the 70% of its reference level. Otherwise, the underlying performance will be paid

 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 /USA/2015 and have been modelled using the template /Structured Products/Autocall Absolute Return - Twin Win



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