Société Générale's individual call cap linked to the performance of a basket of 10 financial stocks was reviewed in the April 2009 issue of Structured Products. The three-year product was issued in Mexican pesos and featured capital protection of 95% and a maximum return of 175%. Returns were linked to the increase in value of the underlying stocks, with each stock's growth component capped at 80% and no limit to the downside.
The underlying basket consisted of stocks in Bank of America, Morgan
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