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PRODUCT VALUATION REPORT

UniCredit Developed Markets Memory Income Autocall July 2021 USD

Strike Date: 13/07/2021
Next Observation Date: 13/10/2026
Final Observation Date: 13/07/2027
Returns and Barriers: 
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.63% Quarterly (6.52% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
ISIN: DE000HV8BM68
Currency: USD
Current Price: 95.36% (as at 05/10/2026 09:58 UK Time)
Coupons Paid to Date: 32.6000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
HSI27,963.4123,972.29-14.27%
CAC 406,558.477,897.1920.41%
Nasdaq 10014,874.5430,807.93107.12%
FTSE MIB25,156.6550,483.21100.68%
Source: Bloomberg