Note Details

Note ID: 165453
Structure: Income Halo Note
Maturity: 60 months
Underlyings: SPX SX5E
Coupon: 5.41% per annum
Protection: 40% Soft Protection
Probability of Breach: 38.88%
  • Autocallable Annually
  • Contingent Coupons Annually, with Memory


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


Note Statistics

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