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PRODUCT VALUATION REPORT

UniCredit Developed Indices Memory Income Autocall June 2021 GBP

Strike Date: 04/06/2021
Next Observation Date: 04/06/2025
Final Observation Date: 04/06/2027
Returns and Barriers: 
Investment Structure: Memory Income Autocall
Autocall Opportunities: Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.25% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: DE000HV4MBU8
Currency: GBP
Current Price: 104.82% (as at 18/03/2025 09:25 UK Time)
Coupons Paid to Date: 2.5000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
HSI28,918.1024,145.57-16.50%
Nasdaq 10013,770.7719,812.2443.87%
S&P 5004,982.905,675.1213.89%
CAC 406,515.668,073.9823.92%
Source: Bloomberg