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PRODUCT VALUATION REPORT

SANTANDER 100% CAPITAL PROTECTED AUTOCALL OCT 2024 GBP

Strike Date: 24/10/2024
Next Observation Date: 25/10/2027
Final Observation Date: 24/10/2030
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 3.60% Semi-Annually (7.20% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
ISIN: XS2901356647
Currency: GBP
Current Price: 88.99% (as at 25/04/2025 09:37 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Eurostoxx 504,935.455,114.983.64%
Nikkei 22538,143.2935,039.15-8.14%
Russell 20002,218.921,957.59-11.78%
SMI2,173.0411,917.59448.43%
Source: Bloomberg