Product performance

Product performance

American flag
Protection barriers - American style

The performance of accelerated growth structured products is highly dependent on the movement of the underlying, as can be seen in the three products under consideration. All have a strike date of November 25, 2011 and have been valued weekly. To show the effect of different market parameters on the valuation of the product, the underlying implied volatility and the local risk-free rate are also shown in the charts.

The three products feature an American-style protection barrier, which is

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