Note Details


Note ID: 55429
Structure: Income Halo Note
Maturity: 36 months
Underlyings: FB AAPL NFLX GOOGL
Coupon: 23.84% per annum
Protection: 30% Soft Protection
Probability of Breach: 62.17%
Coupon Protection: 30.0% Protection
Features:
  • Autocallable Semiannually
  • Contingent Coupons Semiannually

Backtest

The below graph demonstrates how this Absa note, with the same parameters, would have performed if the term started 36 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.