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PRODUCT VALUATION REPORT

UniCredit Diversified Markets Memory Income Autocall Jun 2021 USD

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: usd = 1.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: DE000HV8BNS1
Currency: USD
Current Price: 95.91% (as at 07/10/2026 09:39 UK Time)
Coupons Paid to Date: 30.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
HSI28,827.9524,280.56-15.77%
CAC 406,507.837,865.0720.86%
Nasdaq 10014,554.8031,224.47114.53%
FTSE MIB25,102.0451,261.40104.21%
Source: Bloomberg