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PRODUCT VALUATION REPORT

UniCredit Diversified Markets Memory Income Autocall Jan 2024 USD

Strike Date: 31/01/2024
Next Observation Date: 30/04/2024
Final Observation Date: 31/01/2030
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.80% Quarterly (7.20% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: DE000HD1SA50
Currency: USD
Current Price: 97.28% (as at 01/03/2024 09:45 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
FTSE 1007,630.577,630.02-0.01%
S&P 5004,845.655,096.275.17%
Nikkei 22536,286.7139,166.197.94%
Eurostoxx 504,648.404,877.774.93%
Source: Bloomberg