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PRODUCT VALUATION REPORT

UniCredit AG 85-65 Memory Income Autocall Dec 2021 USD

Strike Date: 07/12/2021
Next Observation Date:
Final Observation Date:
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 105%
Memory Income Rate: USD = 3.50% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
ISIN: DE000HB0Z1G3
Currency: USD
Current Price:
Coupons Paid to Date:
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
S&P 5004,686.757,765.3665.69%
HSI23,983.6623,785.79-0.83%
FTSE MIB27,137.9849,297.8881.66%
Nikkei 22528,455.6069,042.11142.63%
Source: Bloomberg