Risk glossary

 

Autocallable

An autocallable is a popular structured product that pays a high coupon if the underlying – typically equity indexes or single stocks – passes an upside barrier, at which point it automatically matures and the investor’s principal is returned.

The position is funded by the investors implicitly selling a downside put to the bank, which places their capital at risk should the index fall below a second barrier.

Click here for articles on autocallables.

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