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BACR Dual Directional Note SPX - 31.01.2022

N° 1 of 1 Autocall Absolute Return - Twin Win in USA |  Probability of 41.65% to outperform US Treasuries learn more


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 01/27/2015 to 01/26/2022. 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

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.