The first product we are focusing on this month is a four-year principal-protected product linked to the Dow Jones Industrial Average Index and on offer in a capped and uncapped form. The product was hypothetically priced as of October 23, 2009 at an issue price of 100%. The participation of the uncapped version is approximately 79%, while the cap of the product defined to have 100% participation was set at approximately 114% of initial value.
The breakdown of the product shows the expected value
The week on Risk.net, July 7-13, 2018Receive this by email