Note Details


Note ID: 165453
Structure: Income Note
Maturity: 60 months
Underlyings: SPX SX5E
Coupon: 5.41% per annum
Protection: 40% Soft Protection
Probability of Breach: 49.00%
Commission: 2.60%
Features:
  • Autocallable Annually
  • Contingent Coupons Annually, with Memory

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.