Product performance

Data

In this issue, we track products valued weekly, with the results shown along with the performance of the underlying asset. To define the terms for each product, all but one of the parameters was fixed and the remaining were calculated using index data as of the strike dateThe products are either principal protected, digital, accelerated growth or reverse convertibles.

We have chosen to look at a breakdown of the pricing of the Investec Capital Guaranteed FTSE 100 Plan, examining the quarterly opt

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