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PRODUCT VALUATION REPORT

Société Générale Renewable Energy Enhanced 50-50 Memory Income Sep 2023 USD

Strike Date: 11/09/2023
Next Observation Date: 11/06/2025
Final Observation Date: 13/09/2027
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 50%)
Memory Income Rate : USD: 5.00% Quarterly (20.00% p.a.)
Income Trigger : 50% of initial level
Capital Risk Not capital protected
Capital Protection Barrier : 50% Leveraged Put at maturity.
ISIN: XS2659586726
Currency: USD
Current Price: 6.15% (as at 25/04/2025 09:37 UK Time)
Coupons Paid to Date: 5.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Enphase Energy Inc122.1945.75-62.56%
Plug Power Inc7.990.85-89.38%
Sunrun Inc13.727.05-48.62%
Solaredge Technologies Inc148.2611.72-92.10%
Source: Bloomberg