Note Details


Note ID: 55267
Structure: Income Halo Note
Maturity: 60 months
Underlyings: SPX
Coupon: 9.28% per annum
Protection: 40% Soft Protection
Probability of Breach: 15.70%
Features:
  • Autocallable Annually
  • Contingent Coupons Annually

Backtest

The below graph demonstrates how this Absa note, with the same parameters, would have performed if the term started 60 months ago.



Payoff

Note Statistics



Important: Absa terms are indicative. All Absa Notes are based off the price appreciation of the underlying, and do not include dividends.