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PRODUCT VALUATION REPORT

SOCIÉTÉ GÉNÉRALE ELECTRIC VEHICLES ENHANCED 40-40 MEMORY INCOME JUL 2023 USD - FACTSHEET UPON REQUEST

Strike Date: 13/07/2023
Next Observation Date:
Final Observation Date:
Returns and Barriers: 
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Knock Out Trigger 90% of initial level then reduced by 5% quarterly (floored at 40%)
Memory Income Rate: USD: 5.15% Quarterly (20.60 % p.a.)
Income Trigger: 40% of initial level
Capital Risk Not capital protected
Capital Protection Barrier: 40% Strike with Geared Put (at maturity)
ISIN: XS2627431369
Currency: USD
Current Price:
Coupons Paid to Date:
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Tesla Inc277.90356.5828.31%
NIO Inc10.763.60-66.54%
Rivian Automotive Inc25.5215.54-39.11%
Source: Bloomberg