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PRODUCT VALUATION REPORT

SOCIÉTÉ GÉNÉRALE LOW HURDLE MEMORY KNOCK-OUT AUTOCALL NOV 2023 USD

Strike Date: 17/11/2023
Next Observation Date: 17/05/2024
Final Observation Date: 17/11/2027
Returns and Barriers: 
Maximum Term: 4 years
Investment Structure: Memory Knock-Out Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Knock-Out Trigger: 95% of initial level, reduced to 70% on the Final Observation
Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
ISIN: XS2699512732
Currency: USD
Current Price: 98.75% (as at 01/03/2024 09:45 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
BBVA8.289.1910.89%
Morgan Stanley80.2886.047.17%
Commerzbank AG11.1910.70-4.38%
UniCredit SpA25.0430.9123.47%
Source: Bloomberg