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PRODUCT VALUATION REPORT

UniCredit Diversified Markets Memory Income Autocall Jun 2021 GBP

Strike Date: 30/06/2021
Next Observation Date: 30/12/2026
Final Observation Date: 30/06/2027
Returns and Barriers: 
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 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: DE000HV8BNT9
Currency: GBP
Current Price: 95.51% (as at 05/10/2026 09:58 UK Time)
Coupons Paid to Date: 26.2500%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
HSI28,827.9523,972.29-16.84%
CAC 406,507.837,897.1921.35%
Nasdaq 10014,554.8030,807.93111.67%
FTSE MIB25,102.0450,483.21101.11%
Source: Bloomberg