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 monito

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: