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PRODUCT VALUATION REPORT

Soc Gen Banks Early Low Hurdle Autocall Nov 2024 USD

Strike Date: 15/11/2024
Next Observation Date:
Final Observation Date:
Returns and Barriers: 
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 95% of initial level with 75% Glider
at month 12
Coupon Rate: USD: 5.31% Quarterly (21.24% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
ISIN: XS2928180681
Currency: USD
Current Price:
Coupons Paid to Date:
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Banco Santander4.589.51107.78%
Deutsche Bank AG16.0625.9061.27%
Commerzbank AG15.9032.14102.14%
UniCredit SpA40.7763.8456.59%
Source: Bloomberg