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PRODUCT VALUATION REPORT

UniCredit 70-60 Memory Income Autocall December 2025 USD

Strike Date: 03/12/2025
Next Observation Date: 03/03/2026
Final Observation Date: 03/12/2031
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: 1.9% Quarterly (7.60% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: DE000UN1T859
Currency: USD
Current Price: 94.92% (as at 18/02/2026 08:38 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
S&P 5006,849.726,843.22-0.09%
SMI12,858.3313,752.846.96%
Nikkei 22549,864.6856,566.4913.44%
FTSE MIB43,380.6445,764.075.49%
Source: Bloomberg