Note Details


Note ID: 38379
Structure: Income Note
Maturity: 24 months
Underlyings: SX5E
Coupon: 3.68% per annum
Protection: 30.0% Soft Protection
Probability of Breach: 13.44%
Features:
  • Guaranteed Coupons Semiannually

Backtest

The below graph demonstrates how this Absa note, with the same parameters, would have performed if the term started 24 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.